+79.0%
IR vs S
-48.9%
+127.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.0% | -3.4% | +3.7% |
| 7D | +5.0% | +1.6% | +3.5% | +4.8% |
| 30D | +10.3% | -10.5% | +20.8% | +11.6% |
| 3M | -0.1% | +9.9% | -10.0% | -2.0% |
| 6M | +14.8% | +41.8% | -27.0% | +8.2% |
| YTD | +9.7% | +56.8% | -47.1% | +1.3% |
| 1Y | +12.2% | +39.0% | -26.8% | +5.1% |
| 3Y | +30.0% | +53.8% | -23.8% | +18.1% |
| 5Y | +46.8% | -68.6% | +115.4% | +48.2% |
| All | +79.0% | -48.9% | +127.9% | +78.7% |
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