+34.2%
F vs S
-56.8%
+90.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +5.3% | -7.7% | +13.0% | +6.7% |
| 30D | +4.6% | -5.3% | +9.9% | +5.2% |
| 3M | -3.7% | +20.3% | -23.9% | -7.5% |
| 6M | +16.8% | +47.4% | -30.5% | +6.9% |
| YTD | +15.3% | +32.5% | -17.2% | +7.3% |
| 1Y | +31.0% | +9.5% | +21.5% | +26.0% |
| 3Y | +45.4% | +15.5% | +29.9% | +32.9% |
| 5Y | +54.7% | -71.2% | +125.9% | +58.8% |
| All | +34.2% | -56.8% | +90.9% | +35.0% |
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