+22.8%
A vs S
-52.7%
+75.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.5% |
| 7D | -0.1% | -13.4% | +13.4% | +2.1% |
| 30D | +3.4% | -14.0% | +17.3% | +5.5% |
| 3M | +23.8% | +4.9% | +19.0% | +22.0% |
| 6M | +49.0% | +42.0% | +7.0% | +39.0% |
| YTD | +29.4% | +45.1% | -15.7% | +19.5% |
| 1Y | +19.4% | +33.1% | -13.7% | +11.5% |
| 3Y | +66.2% | +40.6% | +25.6% | +49.3% |
| 5Y | +15.8% | -67.5% | +83.3% | +19.2% |
| All | +22.8% | -52.7% | +75.5% | +24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling