+409.5%
P vs S
-56.8%
+466.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +6.5% | -7.7% | +14.2% | +8.9% |
| 30D | +18.8% | -5.3% | +24.2% | +20.1% |
| 3M | +26.7% | +20.3% | +6.5% | +18.9% |
| 6M | +62.2% | +47.4% | +14.8% | +41.8% |
| YTD | +48.5% | +32.5% | +16.0% | +33.5% |
| 1Y | +26.4% | +9.5% | +16.9% | +19.3% |
| 3Y | +159.4% | +15.5% | +143.9% | +137.3% |
| 5Y | +275.8% | -71.2% | +347.0% | +316.6% |
| All | +409.5% | -56.8% | +466.3% | +422.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling