+75.3%
IR vs S
-48.3%
+123.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.1% |
| 7D | +1.1% | +1.2% | -0.2% | +0.9% |
| 30D | +7.6% | -7.3% | +14.9% | +8.3% |
| 3M | +0.1% | +5.9% | -5.8% | -1.4% |
| 6M | +14.0% | +45.6% | -31.7% | +7.1% |
| YTD | +7.5% | +58.5% | -51.1% | -1.0% |
| 1Y | +10.1% | +37.6% | -27.5% | +3.4% |
| 3Y | +24.9% | +51.7% | -26.8% | +13.6% |
| 5Y | +46.9% | -67.5% | +114.4% | +47.8% |
| All | +75.3% | -48.3% | +123.6% | +74.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling