+100.6%
NI vs S
-56.9%
+157.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.6% |
| 7D | -0.6% | +0.1% | -0.6% | -0.6% |
| 30D | -1.4% | -11.8% | +10.4% | -1.2% |
| 3M | -10.6% | +33.9% | -44.5% | -11.1% |
| 6M | -9.9% | +40.1% | -50.0% | -10.6% |
| YTD | +1.2% | +32.1% | -30.9% | +0.4% |
| 1Y | +4.4% | +11.0% | -6.6% | +4.0% |
| 3Y | +68.6% | +16.9% | +51.7% | +67.1% |
| 5Y | +98.0% | -68.9% | +166.9% | +90.6% |
| All | +100.6% | -56.9% | +157.6% | +98.9% |
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