+42.3%
PL vs S
-51.5%
+93.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.3% | +3.2% | -0.6% |
| 7D | +22.3% | +4.1% | +18.2% | +20.7% |
| 30D | -8.3% | -7.2% | -1.1% | -5.3% |
| 3M | -43.3% | 0.0% | -43.2% | -43.8% |
| 6M | -65.8% | +41.6% | -107.4% | -70.8% |
| YTD | -29.5% | +48.6% | -78.1% | -41.9% |
| 1Y | +11.7% | +30.0% | -18.3% | -3.4% |
| 3Y | +540.6% | +42.2% | +498.4% | +429.9% |
| 5Y | +32.9% | -70.8% | +103.7% | +41.3% |
| All | +42.3% | -51.5% | +93.8% | +50.9% |
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