+85.5%
PL vs S
-56.8%
+142.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -9.3% | -7.7% | -1.6% | -6.7% |
| 30D | -18.9% | -5.3% | -13.6% | -17.9% |
| 3M | -58.4% | +20.3% | -78.6% | -61.7% |
| 6M | -30.3% | +47.4% | -77.7% | -41.8% |
| YTD | -8.1% | +32.5% | -40.6% | -20.6% |
| 1Y | +180.5% | +9.5% | +171.0% | +159.1% |
| 3Y | +444.1% | +15.5% | +428.6% | +387.3% |
| 5Y | +83.0% | -71.2% | +154.2% | +103.6% |
| All | +85.5% | -56.8% | +142.2% | +106.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling