+327.1%
NET vs S
+16.9%
+310.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | -7.0% | -7.7% | +0.7% | -2.5% |
| 30D | -4.8% | -5.3% | +0.5% | -1.6% |
| 3M | +3.8% | +20.3% | -16.4% | -6.8% |
| 6M | +50.0% | +47.4% | +2.7% | +18.2% |
| YTD | +41.5% | +32.5% | +8.9% | +18.4% |
| 1Y | +32.8% | +9.5% | +23.3% | +22.0% |
| All | +327.1% | +16.9% | +310.1% | +225.2% |
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