-20.7%
IT vs S
-51.7%
+31.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +1.1% | +2.0% | -0.9% | +0.5% |
| 30D | -1.8% | -2.7% | +0.9% | -1.8% |
| 3M | +4.8% | -6.9% | +11.7% | +5.1% |
| 6M | +33.0% | +38.1% | -5.0% | +21.7% |
| YTD | -23.8% | +48.0% | -71.8% | -31.4% |
| 1Y | -16.5% | +34.5% | -51.0% | -23.6% |
| 3Y | -53.6% | +38.3% | -92.0% | -58.8% |
| 5Y | -42.1% | -70.9% | +28.8% | -40.4% |
| All | -20.7% | -51.7% | +31.1% | -20.0% |
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