+3.7%
F vs S
+36.5%
-32.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.9% |
| 7D | +6.0% | -8.2% | +14.2% | +6.2% |
| 30D | +4.3% | -7.6% | +11.9% | +4.5% |
| 3M | -10.1% | +12.0% | -22.0% | -10.7% |
| 6M | +12.8% | +50.6% | -37.8% | +9.4% |
| YTD | -0.1% | +56.6% | -56.7% | -3.5% |
| 1Y | +3.7% | +39.2% | -35.6% | +1.6% |
| All | +3.7% | +36.5% | -32.8% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling