+8.4%
LOW vs S
-72.3%
+80.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.5% |
| 7D | +0.4% | -5.8% | +6.2% | +1.0% |
| 30D | -10.1% | -9.2% | -0.9% | -9.4% |
| 3M | -2.9% | +23.4% | -26.2% | -5.5% |
| 6M | -19.4% | +36.9% | -56.3% | -23.0% |
| YTD | -15.4% | +29.5% | -45.0% | -18.9% |
| 1Y | -24.9% | +5.4% | -30.4% | -26.5% |
| 3Y | -7.8% | +14.7% | -22.5% | -13.2% |
| 5Y | +8.4% | -71.5% | +79.9% | +10.9% |
| All | +8.4% | -72.3% | +80.7% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling