+107.5%
ALL vs S
+34.5%
+73.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.6% | -6.1% | -4.5% |
| 7D | -1.9% | -13.4% | +11.5% | -1.7% |
| 30D | +13.8% | -14.0% | +27.8% | +14.1% |
| 3M | -7.0% | +4.9% | -11.9% | -7.4% |
| 6M | +18.0% | +42.0% | -24.0% | +16.3% |
| YTD | +24.2% | +45.1% | -20.9% | +22.1% |
| 1Y | +31.2% | +33.1% | -1.9% | +29.3% |
| 3Y | +107.5% | +40.6% | +66.9% | +110.5% |
| All | +107.5% | +34.5% | +73.1% | +110.5% |
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 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