+19.7%
O vs S
-51.7%
+71.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -0.4% | +2.0% | -2.3% | -0.4% |
| 30D | +7.1% | -2.7% | +9.8% | +7.1% |
| 3M | -5.2% | -6.9% | +1.6% | -5.2% |
| 6M | -1.8% | +38.1% | -39.8% | -3.2% |
| YTD | +9.1% | +48.0% | -38.9% | +7.0% |
| 1Y | +9.7% | +34.5% | -24.8% | +8.0% |
| 3Y | +39.1% | +38.3% | +0.8% | +34.5% |
| 5Y | +8.4% | -70.9% | +79.3% | +7.6% |
| All | +19.7% | -51.7% | +71.4% | +19.3% |
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