+65.5%
A vs S
+41.6%
+24.0%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | -0.5% | +2.0% | -2.4% | -0.8% |
| 30D | 0.0% | -2.7% | +2.7% | +0.2% |
| 3M | +16.7% | -6.9% | +23.6% | +17.2% |
| 6M | +54.8% | +38.1% | +16.8% | +44.6% |
| YTD | +28.8% | +48.0% | -19.2% | +17.8% |
| 1Y | +19.3% | +34.5% | -15.1% | +10.9% |
| 3Y | +65.5% | +38.3% | +27.2% | +54.8% |
| All | +65.5% | +41.6% | +24.0% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling