+66.2%
NDAQ vs S
-71.1%
+137.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.7% |
| 6M | +21.1% | +38.1% | -17.0% | +14.6% |
| YTD | +12.8% | +48.0% | -35.2% | +5.3% |
| 1Y | +25.7% | +34.5% | -8.8% | +18.5% |
| 3Y | +116.8% | +38.3% | +78.5% | +98.6% |
| All | +66.2% | -71.1% | +137.3% | +78.8% |
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