+43.7%
RF vs S
-69.2%
+112.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.8% | +6.7% | -1.0% |
| 7D | -1.6% | -16.7% | +15.1% | +0.6% |
| 30D | +5.0% | -17.0% | +22.0% | +7.3% |
| 3M | -10.0% | +2.0% | -12.0% | -10.9% |
| 6M | +3.3% | +35.1% | -31.7% | -2.0% |
| YTD | +7.9% | +42.8% | -34.9% | +1.0% |
| 1Y | +21.2% | +27.7% | -6.5% | +15.0% |
| 3Y | +105.8% | +33.0% | +72.9% | +91.2% |
| 5Y | +43.7% | -68.0% | +111.7% | +43.9% |
| All | +43.7% | -69.2% | +112.9% | +43.9% |
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