+5.6%
IR vs S
+39.0%
-33.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.4% |
| 7D | +3.7% | -13.4% | +17.1% | +3.9% |
| 30D | +7.4% | -14.0% | +21.4% | +7.6% |
| 3M | -5.9% | +4.9% | -10.8% | -5.7% |
| 6M | +5.6% | +42.0% | -36.4% | +5.9% |
| All | +5.6% | +39.0% | -33.4% | +5.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling