-13.2%
EW vs S
-56.8%
+43.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -0.3% | -7.7% | +7.4% | +0.7% |
| 30D | +1.0% | -5.3% | +6.4% | +1.5% |
| 3M | +2.8% | +20.3% | -17.5% | -0.6% |
| 6M | +5.5% | +47.4% | -41.9% | -1.5% |
| YTD | +5.5% | +32.5% | -27.1% | -0.3% |
| 1Y | +11.0% | +9.5% | +1.5% | +7.5% |
| 3Y | +17.7% | +15.5% | +2.2% | +9.3% |
| 5Y | -25.7% | -71.2% | +45.5% | -24.9% |
| All | -13.2% | -56.8% | +43.6% | -11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling