+3.1%
A vs S
-57.8%
+60.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.3% |
| 7D | -2.1% | -5.8% | +3.8% | -1.2% |
| 30D | +0.6% | -9.2% | +9.8% | +1.9% |
| 3M | +10.9% | +23.4% | -12.5% | +6.6% |
| 6M | +28.2% | +36.9% | -8.8% | +20.3% |
| YTD | +8.6% | +29.5% | -21.0% | +2.6% |
| 1Y | +15.5% | +5.4% | +10.1% | +12.5% |
| 3Y | +31.8% | +14.7% | +17.1% | +22.7% |
| 5Y | -14.9% | -71.5% | +56.7% | -11.1% |
| All | +3.1% | -57.8% | +60.8% | +6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling