+16.1%
D vs S
-51.7%
+67.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -1.4% | +2.0% | -3.3% | -1.4% |
| 30D | +7.7% | -2.7% | +10.5% | +7.7% |
| 3M | -0.3% | -6.9% | +6.6% | -0.3% |
| 6M | +10.1% | +38.1% | -28.0% | +9.5% |
| YTD | +19.1% | +48.0% | -28.9% | +18.3% |
| 1Y | +15.9% | +34.5% | -18.6% | +15.3% |
| 3Y | +75.0% | +38.3% | +36.7% | +72.6% |
| 5Y | +13.4% | -70.9% | +84.3% | +9.1% |
| All | +16.1% | -51.7% | +67.8% | +14.0% |
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 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