+25.0%
A vs S
-49.1%
+74.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +1.4% | +1.4% | 0.0% | +1.1% |
| 30D | +4.3% | -10.8% | +15.1% | +5.9% |
| 3M | +19.8% | +5.4% | +14.4% | +17.9% |
| 6M | +54.4% | +41.2% | +13.1% | +44.2% |
| YTD | +31.7% | +56.2% | -24.5% | +20.2% |
| 1Y | +22.4% | +36.3% | -13.9% | +14.0% |
| 3Y | +67.7% | +49.4% | +18.3% | +49.2% |
| 5Y | +15.7% | -66.9% | +82.6% | +18.4% |
| All | +25.0% | -49.1% | +74.1% | +24.9% |
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