+7.3%
PL vs S
+38.4%
-31.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +8.0% | +6.5% | +11.9% |
| 7D | +10.9% | +1.6% | +9.3% | +10.5% |
| 30D | -16.4% | -10.5% | -5.9% | -14.1% |
| 3M | -39.9% | +9.9% | -49.9% | -41.0% |
| 6M | -63.2% | +41.8% | -105.0% | -66.3% |
| YTD | -27.1% | +56.8% | -83.9% | -35.1% |
| All | +7.3% | +38.4% | -31.0% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling