+163.5%
NET vs S
-56.8%
+220.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.6% |
| 6M | +50.0% | +47.4% | +2.7% | +13.8% |
| YTD | +41.5% | +32.5% | +8.9% | +15.3% |
| 1Y | +32.8% | +9.5% | +23.3% | +20.9% |
| 3Y | +335.9% | +15.5% | +320.4% | +240.5% |
| 5Y | +113.8% | -71.2% | +185.0% | +238.5% |
| All | +163.5% | -56.8% | +220.3% | +276.2% |
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 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