-44.0%
S vs M
+61.2%
-105.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.8% |
| 7D | +1.2% | -3.3% | +4.5% | +2.4% |
| 30D | -7.3% | +8.1% | -15.4% | -9.7% |
| 3M | +5.9% | +2.2% | +3.7% | +4.6% |
| 6M | +45.6% | +35.1% | +10.5% | +30.0% |
| YTD | +58.5% | +15.8% | +42.7% | +47.3% |
| 1Y | +37.6% | +25.8% | +11.8% | +23.6% |
| 3Y | +51.7% | +156.2% | -104.6% | -4.4% |
| 5Y | -67.5% | -2.4% | -65.1% | -72.6% |
| All | -44.0% | +61.2% | -105.2% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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