-20.3%
IT vs S
-48.3%
+28.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.8% |
| 7D | -6.8% | +1.2% | -8.1% | -7.2% |
| 30D | -0.6% | -7.3% | +6.8% | +0.6% |
| 3M | +3.1% | +5.9% | -2.8% | +0.4% |
| 6M | +25.5% | +45.6% | -20.1% | +13.4% |
| YTD | -23.5% | +58.5% | -82.0% | -32.1% |
| 1Y | -16.6% | +37.6% | -54.3% | -24.2% |
| 3Y | -53.1% | +51.7% | -104.8% | -59.1% |
| 5Y | -41.4% | -67.5% | +26.1% | -40.7% |
| All | -20.3% | -48.3% | +28.0% | -20.8% |
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