+50.3%
IR vs S
-57.1%
+107.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -4.5% | -0.7% | -3.8% | -4.4% |
| 30D | -13.9% | -11.4% | -2.5% | -12.8% |
| 3M | -0.3% | +33.8% | -34.2% | -4.7% |
| 6M | -14.3% | +39.5% | -53.8% | -19.1% |
| YTD | -7.9% | +31.7% | -39.5% | -12.6% |
| 1Y | -9.9% | +7.0% | -16.9% | -12.2% |
| 3Y | +6.5% | +11.8% | -5.2% | +1.2% |
| 5Y | +34.0% | -69.0% | +103.1% | +37.7% |
| All | +50.3% | -57.1% | +107.4% | +54.3% |
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