+138.0%
B vs S
-67.4%
+205.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.5% |
| 7D | +9.6% | -13.4% | +23.0% | +10.4% |
| 30D | +3.5% | -14.0% | +17.5% | +4.3% |
| 3M | -1.6% | +4.9% | -6.4% | -2.2% |
| 6M | -1.7% | +42.0% | -43.7% | -4.3% |
| YTD | -5.3% | +45.1% | -50.5% | -8.2% |
| 1Y | +27.2% | +33.1% | -5.9% | +23.9% |
| 3Y | +166.1% | +40.6% | +125.5% | +156.4% |
| All | +138.0% | -67.4% | +205.4% | +136.6% |
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 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