+15.0%
A vs S
+29.4%
-14.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.3% | +4.0% | -1.5% |
| 7D | +0.7% | +4.1% | -3.3% | +0.3% |
| 30D | +0.8% | -7.2% | +8.0% | +1.5% |
| 3M | +16.9% | 0.0% | +16.9% | +16.4% |
| 6M | +53.8% | +41.6% | +12.2% | +46.5% |
| YTD | +28.1% | +48.6% | -20.5% | +20.6% |
| 1Y | +15.0% | +30.0% | -15.0% | +10.7% |
| All | +15.0% | +29.4% | -14.4% | +10.7% |
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