+33.8%
Q vs S
+29.4%
+4.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.3% | +3.2% | -2.1% |
| 7D | +11.5% | +4.1% | +7.4% | +11.0% |
| 30D | -0.2% | -7.2% | +7.0% | +0.7% |
| 3M | -13.6% | 0.0% | -13.5% | -12.9% |
| 6M | -27.0% | +41.6% | -68.7% | -30.6% |
| YTD | +50.5% | +48.6% | +1.9% | +39.5% |
| 1Y | +33.8% | +30.0% | +3.7% | +30.3% |
| All | +33.8% | +29.4% | +4.3% | +30.3% |
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