+17.5%
P vs S
+36.5%
-19.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.6% | -6.6% | -5.5% |
| 7D | -19.4% | -8.2% | -11.2% | -17.3% |
| 30D | -22.3% | -7.6% | -14.7% | -20.7% |
| 3M | +33.2% | +12.0% | +21.2% | +30.1% |
| 6M | +53.6% | +50.6% | +3.1% | +37.3% |
| YTD | +66.8% | +56.6% | +10.2% | +44.4% |
| 1Y | +17.5% | +39.2% | -21.7% | +2.6% |
| All | +17.5% | +36.5% | -19.0% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling