+82.3%
PL vs S
-71.4%
+153.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -9.3% | -7.7% | -1.6% | -6.5% |
| 30D | -18.9% | -5.3% | -13.6% | -17.8% |
| 3M | -58.4% | +20.3% | -78.6% | -61.9% |
| 6M | -30.3% | +47.4% | -77.7% | -42.4% |
| YTD | -8.1% | +32.5% | -40.6% | -21.3% |
| 1Y | +180.5% | +9.5% | +171.0% | +157.8% |
| 3Y | +444.1% | +15.5% | +428.6% | +382.1% |
| All | +82.3% | -71.4% | +153.7% | +110.9% |
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 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