+26.7%
A vs S
-48.9%
+75.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.0% | -4.9% | +1.8% |
| 7D | +4.8% | +1.6% | +3.2% | +4.5% |
| 30D | +5.6% | -10.5% | +16.1% | +7.2% |
| 3M | +23.6% | +9.9% | +13.7% | +20.8% |
| 6M | +56.4% | +41.8% | +14.6% | +46.0% |
| YTD | +33.4% | +56.8% | -23.4% | +21.7% |
| 1Y | +23.7% | +39.0% | -15.3% | +14.8% |
| 3Y | +71.0% | +53.8% | +17.2% | +51.5% |
| 5Y | +16.8% | -68.6% | +85.4% | +20.1% |
| All | +26.7% | -48.9% | +75.5% | +26.5% |
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