+33.1%
LOW vs S
-49.1%
+82.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +8.7% | +1.4% | +7.3% | +8.5% |
| 30D | +25.5% | -10.8% | +36.3% | +26.6% |
| 3M | +6.6% | +5.4% | +1.2% | +5.3% |
| 6M | +2.4% | +41.2% | -38.8% | -2.3% |
| YTD | -1.7% | +56.2% | -57.9% | -7.9% |
| 1Y | +1.7% | +36.3% | -34.6% | -3.4% |
| 3Y | +26.6% | +49.4% | -22.9% | +15.8% |
| 5Y | +10.1% | -66.9% | +77.0% | +8.6% |
| All | +33.1% | -49.1% | +82.1% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling