-7.8%
LOW vs S
+13.8%
-21.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.6% |
| 7D | +0.4% | -5.8% | +6.2% | +0.9% |
| 30D | -10.1% | -9.2% | -0.9% | -9.5% |
| 3M | -2.9% | +23.4% | -26.2% | -5.1% |
| 6M | -19.4% | +36.9% | -56.3% | -22.6% |
| YTD | -15.4% | +29.5% | -45.0% | -18.5% |
| 1Y | -24.9% | +5.4% | -30.4% | -26.0% |
| 3Y | -7.8% | +14.7% | -22.5% | -17.2% |
| All | -7.8% | +13.8% | -21.6% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling