-15.8%
F vs S
-67.4%
+51.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.4% | -1.0% |
| 7D | +1.6% | -13.4% | +15.0% | +3.9% |
| 30D | +2.6% | -14.0% | +16.6% | +4.8% |
| 3M | -8.8% | +4.9% | -13.7% | -10.7% |
| 6M | +4.6% | +42.0% | -37.4% | -4.0% |
| YTD | -1.9% | +45.1% | -47.0% | -11.2% |
| 1Y | -0.8% | +33.1% | -33.8% | -8.9% |
| 3Y | +43.5% | +40.6% | +2.8% | +25.0% |
| All | -15.8% | -67.4% | +51.6% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling