+9.1%
IR vs S
+36.5%
-27.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.1% | -0.5% |
| 7D | +11.6% | -8.2% | +19.8% | +11.7% |
| 30D | +7.2% | -7.6% | +14.8% | +7.2% |
| 3M | -5.9% | +12.0% | -17.8% | -5.9% |
| 6M | +11.5% | +50.6% | -39.1% | +11.4% |
| YTD | +6.3% | +56.6% | -50.3% | +4.8% |
| 1Y | +9.1% | +39.2% | -30.1% | +8.4% |
| All | +9.1% | +36.5% | -27.4% | +8.4% |
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