-47.6%
S vs ES
+9.5%
-57.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.9% | -7.1% | -6.3% |
| 7D | +4.1% | -1.1% | +5.1% | +4.1% |
| 30D | -7.2% | +8.2% | -15.4% | -7.8% |
| 3M | 0.0% | +0.6% | -0.7% | -0.1% |
| 6M | +41.6% | +6.0% | +35.6% | +40.7% |
| YTD | +48.6% | +9.3% | +39.3% | +46.9% |
| 1Y | +30.0% | +1.1% | +28.9% | +29.5% |
| 3Y | +42.2% | +51.9% | -9.8% | +32.9% |
| 5Y | -70.8% | +6.5% | -77.2% | -70.3% |
| All | -47.6% | +9.5% | -57.1% | -43.7% |
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