+157.6%
AR vs S
-51.5%
+209.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.3% | +7.6% | +1.8% |
| 7D | +6.4% | +4.1% | +2.3% | +6.0% |
| 30D | +3.1% | -7.2% | +10.3% | +3.5% |
| 3M | +3.3% | 0.0% | +3.3% | +2.8% |
| 6M | +6.6% | +41.6% | -35.1% | +3.1% |
| YTD | +12.3% | +48.6% | -36.3% | +7.9% |
| 1Y | +12.3% | +30.0% | -17.7% | +8.9% |
| 3Y | +50.4% | +42.2% | +8.3% | +42.1% |
| 5Y | +101.0% | -70.8% | +171.8% | +90.4% |
| All | +157.6% | -51.5% | +209.1% | +166.9% |
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