+11.1%
PL vs S
-69.2%
+80.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -8.8% | -1.3% | -6.4% |
| 7D | -20.5% | -16.7% | -3.9% | -14.2% |
| 30D | -38.8% | -17.0% | -21.8% | -33.7% |
| 3M | -49.1% | +2.0% | -51.1% | -50.3% |
| 6M | -69.4% | +35.1% | -104.4% | -73.9% |
| YTD | -42.3% | +42.8% | -85.1% | -52.8% |
| 1Y | -14.2% | +27.7% | -41.9% | -26.6% |
| 3Y | +398.7% | +33.0% | +365.7% | +310.8% |
| 5Y | +11.1% | -68.0% | +79.1% | +29.0% |
| All | +11.1% | -69.2% | +80.3% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling