+1.3%
NDAQ vs S
+4.5%
-3.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.5% |
| 7D | -2.6% | -5.8% | +3.3% | -1.5% |
| 30D | +0.5% | -9.2% | +9.7% | +1.9% |
| 3M | +9.9% | +23.4% | -13.5% | +4.1% |
| 6M | +8.2% | +36.9% | -28.7% | -1.4% |
| YTD | -1.5% | +29.5% | -31.0% | -9.7% |
| 1Y | +1.3% | +5.4% | -4.1% | -4.1% |
| All | +1.3% | +4.5% | -3.1% | -4.1% |
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