-22.6%
FPS vs S
+73.5%
-96.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.6% | -19.0% | -17.3% |
| 7D | -23.3% | -8.2% | -15.1% | -23.4% |
| 30D | -42.4% | -7.6% | -34.8% | -42.7% |
| 3M | -43.0% | +12.0% | -55.0% | -41.2% |
| 6M | -44.5% | +50.6% | -95.1% | -41.8% |
| All | -22.6% | +73.5% | -96.1% | -19.9% |
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