+395.4%
P vs S
-52.7%
+448.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +3.1% |
| 7D | -23.8% | -13.4% | -10.4% | -20.1% |
| 30D | -36.6% | -14.0% | -22.6% | -33.4% |
| 3M | +10.9% | +4.9% | +6.0% | +8.8% |
| 6M | +30.0% | +42.0% | -12.0% | +15.6% |
| YTD | +44.4% | +45.1% | -0.8% | +26.4% |
| 1Y | +3.9% | +33.1% | -29.1% | -7.2% |
| 3Y | +176.6% | +40.6% | +136.0% | +140.2% |
| 5Y | +249.3% | -67.5% | +316.7% | +277.3% |
| All | +395.4% | -52.7% | +448.1% | +394.9% |
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