+22.4%
A vs S
+37.8%
-15.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +1.4% | +1.4% | 0.0% | +1.2% |
| 30D | +4.3% | -10.8% | +15.1% | +5.2% |
| 3M | +19.8% | +5.4% | +14.4% | +18.6% |
| 6M | +54.4% | +41.2% | +13.1% | +47.3% |
| YTD | +31.7% | +56.2% | -24.5% | +23.4% |
| 1Y | +22.4% | +36.3% | -13.9% | +17.1% |
| All | +22.4% | +37.8% | -15.4% | +17.1% |
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