+112.2%
C vs S
-67.7%
+180.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -0.4% | +1.4% | -1.7% | -0.5% |
| 30D | -5.2% | -10.8% | +5.6% | -4.0% |
| 3M | -9.1% | +5.4% | -14.5% | -10.2% |
| 6M | -1.6% | +41.2% | -42.8% | -6.8% |
| YTD | +6.9% | +56.2% | -49.3% | -0.7% |
| 1Y | +23.0% | +36.3% | -13.3% | +16.0% |
| 3Y | +216.1% | +49.4% | +166.7% | +190.4% |
| 5Y | +112.2% | -66.9% | +179.1% | +106.0% |
| All | +112.2% | -67.7% | +180.0% | +106.0% |
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