-16.3%
EW vs S
-57.8%
+41.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.3% | -3.2% |
| 7D | -4.4% | -5.8% | +1.4% | -3.6% |
| 30D | -3.3% | -9.2% | +5.9% | -2.3% |
| 3M | +1.0% | +23.4% | -22.4% | -2.6% |
| 6M | +6.2% | +36.9% | -30.7% | +0.3% |
| YTD | +1.7% | +29.5% | -27.8% | -3.5% |
| 1Y | +8.1% | +5.4% | +2.7% | +5.3% |
| 3Y | +17.1% | +14.7% | +2.4% | +8.8% |
| 5Y | -29.4% | -71.5% | +42.2% | -28.3% |
| All | -16.3% | -57.8% | +41.5% | -13.8% |
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