+150.4%
AR vs S
-49.1%
+199.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.6% | -3.3% | +3.7% |
| 7D | -5.8% | +1.4% | -7.1% | -5.9% |
| 30D | +4.8% | -10.8% | +15.6% | +5.6% |
| 3M | +1.5% | +5.4% | -3.9% | +0.7% |
| 6M | +4.7% | +41.2% | -36.5% | +1.4% |
| YTD | +9.2% | +56.2% | -47.0% | +4.6% |
| 1Y | +11.2% | +36.3% | -25.1% | +7.5% |
| 3Y | +46.2% | +49.4% | -3.2% | +37.7% |
| 5Y | +98.1% | -66.9% | +164.9% | +88.1% |
| All | +150.4% | -49.1% | +199.4% | +158.6% |
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