+23.0%
O vs S
-57.8%
+80.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.3% |
| 7D | -0.6% | -5.8% | +5.3% | -0.4% |
| 30D | -2.0% | -9.2% | +7.3% | -1.7% |
| 3M | +3.0% | +23.4% | -20.4% | +2.1% |
| 6M | -3.6% | +36.9% | -40.6% | -5.1% |
| YTD | +12.1% | +29.5% | -17.5% | +10.6% |
| 1Y | +8.9% | +5.4% | +3.5% | +8.3% |
| 3Y | +30.3% | +14.7% | +15.6% | +27.0% |
| 5Y | +13.7% | -71.5% | +85.2% | +13.2% |
| All | +23.0% | -57.8% | +80.7% | +23.3% |
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