+32.8%
NET vs S
+10.1%
+22.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | -7.0% | -7.7% | +0.7% | -1.9% |
| 30D | -4.8% | -5.3% | +0.5% | -1.3% |
| 3M | +3.8% | +20.3% | -16.4% | -8.2% |
| 6M | +50.0% | +47.4% | +2.7% | +11.6% |
| YTD | +41.5% | +32.5% | +8.9% | +12.0% |
| 1Y | +32.8% | +9.5% | +23.3% | +15.0% |
| All | +32.8% | +10.1% | +22.7% | +15.0% |
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