+44.9%
C vs S
+10.1%
+34.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | +3.6% | -7.7% | +11.3% | +4.1% |
| 30D | +0.1% | -5.3% | +5.4% | +0.3% |
| 3M | +2.4% | +20.3% | -17.8% | +0.7% |
| 6M | +24.9% | +47.4% | -22.4% | +18.8% |
| YTD | +19.8% | +32.5% | -12.7% | +14.9% |
| 1Y | +44.9% | +9.5% | +35.3% | +41.7% |
| All | +44.9% | +10.1% | +34.7% | +41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling