-22.1%
FPS vs S
+73.7%
-95.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +8.0% | +8.0% | +15.2% |
| 7D | -8.0% | +1.6% | -9.5% | -8.2% |
| 30D | -43.5% | -10.5% | -33.1% | -44.2% |
| 3M | -41.6% | +9.9% | -51.5% | -39.9% |
| 6M | -44.0% | +41.8% | -85.8% | -41.3% |
| All | -22.1% | +73.7% | -95.8% | -19.5% |
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