+22.2%
A vs S
+36.5%
-14.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.7% | +0.8% |
| 7D | -2.4% | -8.2% | +5.8% | -1.6% |
| 30D | +3.6% | -7.6% | +11.2% | +4.2% |
| 3M | +27.5% | +12.0% | +15.5% | +25.6% |
| 6M | +58.5% | +50.6% | +7.9% | +50.2% |
| YTD | +31.2% | +56.6% | -25.4% | +23.1% |
| 1Y | +22.2% | +39.2% | -17.0% | +16.7% |
| All | +22.2% | +36.5% | -14.3% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded S wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling