+38.4%
S vs ES
+50.7%
-12.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.1% | -10.9% | -8.9% |
| 7D | -16.7% | +5.9% | -22.6% | -16.8% |
| 30D | -17.0% | +10.2% | -27.2% | -17.3% |
| 3M | +2.0% | +0.4% | +1.6% | +2.1% |
| 6M | +35.1% | +6.9% | +28.2% | +34.6% |
| YTD | +42.8% | +10.5% | +32.3% | +41.6% |
| 1Y | +27.7% | +3.2% | +24.5% | +27.3% |
| All | +38.4% | +50.7% | -12.3% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling