+110.9%
C vs S
-48.3%
+159.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.4% |
| 7D | -0.4% | +1.2% | -1.7% | -0.6% |
| 30D | -5.3% | -7.3% | +2.0% | -4.7% |
| 3M | -8.0% | +5.9% | -13.9% | -9.1% |
| 6M | -0.3% | +45.6% | -45.9% | -5.3% |
| YTD | +8.6% | +58.5% | -49.9% | +1.6% |
| 1Y | +25.8% | +37.6% | -11.8% | +19.4% |
| 3Y | +221.2% | +51.7% | +169.5% | +198.4% |
| 5Y | +113.6% | -67.5% | +181.0% | +98.9% |
| All | +110.9% | -48.3% | +159.3% | +105.5% |
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