+122.1%
NI vs S
-48.3%
+170.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.6% |
| 7D | +0.6% | +1.2% | -0.7% | +0.5% |
| 30D | +11.2% | -7.3% | +18.6% | +11.3% |
| 3M | +9.2% | +5.9% | +3.3% | +9.0% |
| 6M | -1.8% | +45.6% | -47.5% | -2.6% |
| YTD | +12.0% | +58.5% | -46.5% | +10.8% |
| 1Y | +6.4% | +37.6% | -31.2% | +5.6% |
| 3Y | +99.4% | +51.7% | +47.7% | +96.7% |
| 5Y | +113.1% | -67.5% | +180.6% | +103.3% |
| All | +122.1% | -48.3% | +170.4% | +119.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling