+33.2%
Q vs S
+32.8%
+0.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.2% |
| 7D | +6.6% | +1.2% | +5.3% | +6.3% |
| 30D | +2.7% | -7.3% | +10.1% | +3.2% |
| 3M | -8.4% | +5.9% | -14.3% | -8.5% |
| 6M | -17.3% | +45.6% | -62.9% | -21.6% |
| YTD | +55.3% | +58.5% | -3.2% | +42.1% |
| 1Y | +31.5% | +37.6% | -6.2% | +23.8% |
| All | +33.2% | +32.8% | +0.4% | +26.1% |
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