+16.8%
D vs S
-48.3%
+65.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -1.9% | -0.5% |
| 7D | -2.4% | +1.2% | -3.7% | -2.4% |
| 30D | +9.0% | -7.3% | +16.3% | +9.0% |
| 3M | +1.0% | +5.9% | -4.9% | +0.8% |
| 6M | +11.0% | +45.6% | -34.6% | +10.4% |
| YTD | +19.8% | +58.5% | -38.8% | +18.9% |
| 1Y | +16.0% | +37.6% | -21.7% | +15.4% |
| 3Y | +74.4% | +51.7% | +22.7% | +71.8% |
| 5Y | +13.5% | -67.5% | +81.0% | +9.3% |
| All | +16.8% | -48.3% | +65.1% | +14.6% |
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