+75.3%
IR vs S
-51.7%
+127.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +2.5% | +2.0% | +0.5% | +2.2% |
| 30D | +9.2% | -2.7% | +11.9% | +9.3% |
| 3M | +0.9% | -6.9% | +7.8% | +1.2% |
| 6M | +19.2% | +38.1% | -18.8% | +12.8% |
| YTD | +7.5% | +48.0% | -40.5% | -0.1% |
| 1Y | +11.7% | +34.5% | -22.7% | +5.1% |
| 3Y | +23.9% | +38.3% | -14.4% | +14.1% |
| 5Y | +46.4% | -70.9% | +117.3% | +48.9% |
| All | +75.3% | -51.7% | +127.1% | +76.3% |
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