+237.3%
P vs S
-69.2%
+306.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -8.8% | -7.6% | -13.6% |
| 7D | -31.9% | -16.7% | -15.2% | -27.5% |
| 30D | -36.5% | -17.0% | -19.5% | -32.4% |
| 3M | +11.6% | +2.0% | +9.6% | +10.3% |
| 6M | +25.2% | +35.1% | -9.9% | +12.4% |
| YTD | +39.4% | +42.8% | -3.4% | +21.9% |
| 1Y | -3.7% | +27.7% | -31.4% | -13.4% |
| 3Y | +167.3% | +33.0% | +134.3% | +133.7% |
| 5Y | +237.3% | -68.0% | +305.3% | +286.5% |
| All | +237.3% | -69.2% | +306.5% | +286.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling