+131.5%
ALL vs S
-51.5%
+183.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.3% | +8.0% | +1.8% |
| 7D | 0.0% | +4.1% | -4.1% | -0.1% |
| 30D | +12.8% | -7.2% | +20.0% | +12.9% |
| 3M | +4.7% | 0.0% | +4.7% | +4.5% |
| 6M | +24.9% | +41.6% | -16.7% | +23.6% |
| YTD | +30.0% | +48.6% | -18.6% | +28.3% |
| 1Y | +29.9% | +30.0% | -0.1% | +28.6% |
| 3Y | +117.5% | +42.2% | +75.4% | +113.9% |
| 5Y | +161.7% | -70.8% | +232.5% | +151.9% |
| All | +131.5% | -51.5% | +183.0% | +128.5% |
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