+110.1%
NI vs S
-67.7%
+177.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +1.5% | +1.4% | +0.1% | +1.5% |
| 30D | +11.9% | -10.8% | +22.7% | +12.1% |
| 3M | +9.1% | +5.4% | +3.7% | +8.9% |
| 6M | -1.8% | +41.2% | -43.0% | -2.7% |
| YTD | +11.4% | +56.2% | -44.8% | +9.8% |
| 1Y | +6.4% | +36.3% | -29.9% | +5.3% |
| 3Y | +98.2% | +49.4% | +48.8% | +94.6% |
| 5Y | +110.1% | -66.9% | +176.9% | +102.8% |
| All | +110.1% | -67.7% | +177.8% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling