+125.3%
ALL vs S
-56.8%
+182.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | 0.0% | -7.7% | +7.7% | +0.2% |
| 30D | -1.5% | -5.3% | +3.8% | -1.4% |
| 3M | +23.6% | +20.3% | +3.4% | +22.9% |
| 6M | +22.3% | +47.4% | -25.0% | +21.0% |
| YTD | +26.5% | +32.5% | -6.0% | +25.4% |
| 1Y | +27.0% | +9.5% | +17.5% | +26.3% |
| 3Y | +149.6% | +15.5% | +134.1% | +146.8% |
| 5Y | +118.1% | -71.2% | +189.3% | +112.5% |
| All | +125.3% | -56.8% | +182.1% | +123.3% |
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 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