+537.1%
PL vs S
+49.4%
+487.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +5.6% | +1.4% | +4.2% | +5.4% |
| 30D | -16.9% | -10.8% | -6.1% | -12.3% |
| 3M | -38.2% | +5.4% | -43.6% | -40.4% |
| 6M | -63.4% | +41.2% | -104.7% | -69.8% |
| YTD | -27.6% | +56.2% | -83.8% | -44.3% |
| 1Y | +6.6% | +36.3% | -29.7% | -12.5% |
| All | +537.1% | +49.4% | +487.6% | +439.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling