+105.9%
C vs S
-67.4%
+173.3%
-40.6%
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% | +0.3% |
| 7D | -2.4% | -13.4% | +11.0% | -0.7% |
| 30D | -6.0% | -14.0% | +8.0% | -4.4% |
| 3M | -10.5% | +4.9% | -15.4% | -11.6% |
| 6M | -5.7% | +42.0% | -47.7% | -10.9% |
| YTD | +4.1% | +45.1% | -41.0% | -2.4% |
| 1Y | +20.5% | +33.1% | -12.6% | +14.0% |
| 3Y | +208.1% | +40.6% | +167.5% | +185.5% |
| All | +105.9% | -67.4% | +173.3% | +100.2% |
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