+66.3%
EXC vs S
-56.8%
+123.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.1% |
| 7D | +0.3% | -7.7% | +8.0% | +0.3% |
| 30D | -3.7% | -5.3% | +1.6% | -3.7% |
| 3M | -1.3% | +20.3% | -21.6% | -1.4% |
| 6M | -9.7% | +47.4% | -57.1% | -9.9% |
| YTD | +2.9% | +32.5% | -29.6% | +2.7% |
| 1Y | +4.4% | +9.5% | -5.1% | +4.3% |
| 3Y | +22.2% | +15.5% | +6.7% | +21.0% |
| 5Y | +46.7% | -71.2% | +117.9% | +44.8% |
| All | +66.3% | -56.8% | +123.1% | +68.3% |
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