+11.1%
S vs M
+117.7%
-106.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.2% |
| 7D | -7.7% | +4.7% | -12.4% | -8.8% |
| 30D | -5.3% | -9.6% | +4.3% | -3.1% |
| 3M | +20.3% | +0.9% | +19.4% | +19.2% |
| 6M | +47.4% | +22.3% | +25.1% | +38.7% |
| YTD | +32.5% | +6.5% | +26.0% | +28.5% |
| 1Y | +9.5% | +38.8% | -29.2% | -2.1% |
| All | +11.1% | +117.7% | -106.6% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling