+13.3%
LOW vs S
-57.7%
+71.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.1% | -1.1% |
| 7D | -0.6% | -1.2% | +0.6% | -0.5% |
| 30D | -9.3% | -12.6% | +3.3% | -8.2% |
| 3M | -8.1% | +27.6% | -35.6% | -10.8% |
| 6M | -19.8% | +35.5% | -55.2% | -23.1% |
| YTD | -16.4% | +29.6% | -46.0% | -19.7% |
| 1Y | -24.7% | +8.1% | -32.8% | -26.3% |
| 3Y | -8.8% | +14.8% | -23.6% | -13.8% |
| 5Y | +7.8% | -70.6% | +78.3% | +8.4% |
| All | +13.3% | -57.7% | +71.0% | +14.4% |
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