-44.9%
S vs ES
+7.2%
-52.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +1.4% | +0.9% | +0.5% | +1.3% |
| 30D | -10.8% | +5.9% | -16.7% | -11.3% |
| 3M | +5.4% | -1.0% | +6.4% | +5.4% |
| 6M | +41.2% | +7.2% | +34.1% | +40.1% |
| YTD | +56.2% | +7.0% | +49.2% | +54.6% |
| 1Y | +36.3% | +0.5% | +35.8% | +35.7% |
| 3Y | +49.4% | +48.7% | +0.8% | +39.9% |
| 5Y | -66.9% | +1.9% | -68.8% | -66.6% |
| All | -44.9% | +7.2% | -52.0% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling