+27.6%
IR vs S
+34.5%
-6.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.2% |
| 7D | +3.7% | -13.4% | +17.1% | +5.6% |
| 30D | +7.4% | -14.0% | +21.4% | +9.4% |
| 3M | -5.9% | +4.9% | -10.8% | -7.4% |
| 6M | +5.6% | +42.0% | -36.4% | -1.7% |
| YTD | +4.8% | +45.1% | -40.3% | -3.8% |
| 1Y | +6.9% | +33.1% | -26.1% | -0.5% |
| 3Y | +27.6% | +40.6% | -13.1% | +23.9% |
| All | +27.6% | +34.5% | -6.9% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling