+96.4%
NDAQ vs S
-52.7%
+149.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | +0.1% |
| 7D | +0.8% | -13.4% | +14.3% | +2.5% |
| 30D | +16.5% | -14.0% | +30.5% | +18.4% |
| 3M | +13.5% | +4.9% | +8.6% | +12.0% |
| 6M | +20.9% | +42.0% | -21.1% | +14.5% |
| YTD | +11.4% | +45.1% | -33.7% | +4.8% |
| 1Y | +25.9% | +33.1% | -7.1% | +19.4% |
| 3Y | +119.9% | +40.6% | +79.2% | +102.7% |
| 5Y | +61.7% | -67.5% | +129.2% | +61.7% |
| All | +96.4% | -52.7% | +149.0% | +95.7% |
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