+4.0%
NDAQ vs S
+10.1%
-6.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.9% |
| 7D | -2.4% | -7.7% | +5.3% | -1.1% |
| 30D | +2.5% | -5.3% | +7.8% | +3.1% |
| 3M | +9.9% | +20.3% | -10.3% | +4.8% |
| 6M | +9.4% | +47.4% | -37.9% | -1.6% |
| YTD | +0.4% | +32.5% | -32.1% | -8.2% |
| 1Y | +4.0% | +9.5% | -5.5% | -2.6% |
| All | +4.0% | +10.1% | -6.1% | -2.6% |
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