+116.8%
NDAQ vs S
+41.6%
+75.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +1.3% | +2.0% | -0.7% | +0.9% |
| 30D | +18.0% | -2.7% | +20.7% | +18.0% |
| 3M | +11.5% | -6.9% | +18.4% | +11.8% |
| 6M | +21.1% | +38.1% | -17.0% | +13.3% |
| YTD | +12.8% | +48.0% | -35.2% | +3.7% |
| 1Y | +25.7% | +34.5% | -8.8% | +16.7% |
| 3Y | +116.8% | +38.3% | +78.5% | +102.5% |
| All | +116.8% | +41.6% | +75.2% | +102.5% |
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