+48.4%
IR vs S
-71.4%
+119.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -2.8% | -7.7% | +4.9% | -1.8% |
| 30D | -15.1% | -5.3% | -9.8% | -14.7% |
| 3M | +6.1% | +20.3% | -14.2% | +2.7% |
| 6M | -16.8% | +47.4% | -64.2% | -22.4% |
| YTD | -3.5% | +32.5% | -36.1% | -8.8% |
| 1Y | -3.5% | +9.5% | -13.0% | -6.5% |
| 3Y | +9.5% | +15.5% | -6.0% | +3.0% |
| All | +48.4% | -71.4% | +119.8% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling