-68.6%
S vs ES
+2.9%
-71.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.5% | +8.5% | +8.1% |
| 7D | +1.6% | -0.1% | +1.6% | +1.5% |
| 30D | -10.5% | +5.7% | -16.2% | -11.0% |
| 3M | +9.9% | -2.8% | +12.7% | +10.1% |
| 6M | +41.8% | +7.0% | +34.8% | +40.4% |
| YTD | +56.8% | +6.8% | +50.0% | +54.9% |
| 1Y | +39.0% | -0.5% | +39.5% | +38.4% |
| 3Y | +53.8% | +47.2% | +6.7% | +41.7% |
| 5Y | -68.6% | +2.3% | -70.8% | -68.9% |
| All | -68.6% | +2.9% | -71.5% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling