+40.6%
S vs M
+100.8%
-60.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.6% | +6.2% | +2.7% |
| 7D | -13.4% | -4.3% | -9.2% | -12.6% |
| 30D | -14.0% | +1.3% | -15.3% | -14.3% |
| 3M | +4.9% | -7.4% | +12.2% | +6.4% |
| 6M | +42.0% | +18.3% | +23.7% | +34.9% |
| YTD | +45.1% | +7.6% | +37.6% | +40.2% |
| 1Y | +33.1% | +17.4% | +15.7% | +25.0% |
| 3Y | +40.6% | +108.4% | -67.7% | +4.3% |
| All | +40.6% | +100.8% | -60.2% | +4.3% |
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