+113.8%
ALL vs S
+49.4%
+64.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +2.9% |
| 7D | -0.1% | +1.4% | -1.5% | -0.2% |
| 30D | +13.8% | -10.8% | +24.6% | +14.1% |
| 3M | -2.8% | +5.4% | -8.2% | -3.1% |
| 6M | +23.7% | +41.2% | -17.6% | +21.9% |
| YTD | +27.3% | +56.2% | -28.9% | +24.9% |
| 1Y | +30.5% | +36.3% | -5.8% | +28.7% |
| All | +113.8% | +49.4% | +64.3% | +118.3% |
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