+96.4%
NI vs S
-72.3%
+168.7%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.3% |
| 7D | +2.3% | -5.8% | +8.1% | +2.4% |
| 30D | -1.7% | -9.2% | +7.5% | -1.5% |
| 3M | -8.0% | +23.4% | -31.4% | -8.5% |
| 6M | -8.6% | +36.9% | -45.6% | -9.5% |
| YTD | +2.3% | +29.5% | -27.2% | +1.5% |
| 1Y | +6.9% | +5.4% | +1.5% | +6.6% |
| 3Y | +70.6% | +14.7% | +55.9% | +68.7% |
| 5Y | +96.4% | -71.5% | +167.9% | +88.5% |
| All | +96.4% | -72.3% | +168.7% | +88.5% |
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