+14.5%
NET vs S
+36.5%
-22.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -3.6% |
| 7D | -16.4% | -8.2% | -8.2% | -11.5% |
| 30D | -25.8% | -7.6% | -18.2% | -22.1% |
| 3M | -11.5% | +12.0% | -23.5% | -18.2% |
| 6M | +18.9% | +50.6% | -31.7% | -11.5% |
| YTD | +35.2% | +56.6% | -21.4% | -5.6% |
| 1Y | +14.5% | +39.2% | -24.8% | -17.8% |
| All | +14.5% | +36.5% | -22.0% | -17.8% |
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 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