+9.5%
S vs BG
+50.1%
-40.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.2% |
| 7D | -7.7% | +2.8% | -10.5% | -7.3% |
| 30D | -5.3% | +12.0% | -17.4% | -4.2% |
| 3M | +20.3% | -7.7% | +28.0% | +20.4% |
| 6M | +47.4% | +4.5% | +42.9% | +49.4% |
| YTD | +32.5% | +35.7% | -3.2% | +39.1% |
| 1Y | +9.5% | +50.1% | -40.5% | +16.8% |
| All | +9.5% | +50.1% | -40.6% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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