+41.4%
PL vs S
-51.7%
+93.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +10.0% | +2.0% | +8.1% | +9.4% |
| 30D | -2.3% | -2.7% | +0.5% | -0.9% |
| 3M | -44.2% | -6.9% | -37.3% | -43.2% |
| 6M | -66.1% | +38.1% | -104.2% | -70.7% |
| YTD | -30.0% | +48.0% | -78.0% | -42.2% |
| 1Y | +21.0% | +34.5% | -13.4% | +3.1% |
| 3Y | +516.5% | +38.3% | +478.2% | +414.9% |
| 5Y | +32.0% | -70.9% | +102.9% | +40.6% |
| All | +41.4% | -51.7% | +93.1% | +50.1% |
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