+157.6%
B vs S
-71.4%
+229.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.2% |
| 7D | -1.6% | -7.7% | +6.1% | -1.2% |
| 30D | +9.4% | -5.3% | +14.8% | +9.6% |
| 3M | +5.0% | +20.3% | -15.3% | +3.6% |
| 6M | -3.5% | +47.4% | -50.9% | -6.2% |
| YTD | +4.5% | +32.5% | -28.1% | +2.1% |
| 1Y | +67.8% | +9.5% | +58.2% | +65.8% |
| 3Y | +196.7% | +15.5% | +181.2% | +189.9% |
| All | +157.6% | -71.4% | +229.0% | +141.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling