-16.5%
IT vs S
+30.9%
-47.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +1.1% | +2.0% | -0.9% | +0.1% |
| 30D | -1.8% | -2.7% | +0.9% | -2.0% |
| 3M | +4.8% | -6.9% | +11.7% | +4.6% |
| 6M | +33.0% | +38.1% | -5.0% | +7.2% |
| YTD | -23.8% | +48.0% | -71.8% | -42.0% |
| 1Y | -16.5% | +34.5% | -51.0% | -35.7% |
| All | -16.5% | +30.9% | -47.4% | -35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling