+426.6%
P vs S
-48.9%
+475.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +8.0% | -1.7% | +3.9% |
| 7D | -9.6% | +1.6% | -11.2% | -9.7% |
| 30D | -33.4% | -10.5% | -23.0% | -30.9% |
| 3M | +14.2% | +9.9% | +4.3% | +10.5% |
| 6M | +31.6% | +41.8% | -10.2% | +17.1% |
| YTD | +53.5% | +56.8% | -3.3% | +31.3% |
| 1Y | +14.2% | +39.0% | -24.8% | +0.7% |
| 3Y | +190.5% | +53.8% | +136.7% | +145.8% |
| 5Y | +256.3% | -68.6% | +324.9% | +282.6% |
| All | +426.6% | -48.9% | +475.4% | +414.0% |
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