-1.6%
F vs S
+38.4%
-39.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.0% | -7.4% | +0.5% |
| 7D | -0.6% | +1.6% | -2.2% | -0.7% |
| 30D | +2.9% | -10.5% | +13.3% | +3.2% |
| 3M | -9.5% | +9.9% | -19.4% | -10.0% |
| 6M | +4.0% | +41.8% | -37.8% | +1.4% |
| YTD | -1.3% | +56.8% | -58.1% | -4.7% |
| All | -1.6% | +38.4% | -39.9% | -3.1% |
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