-70.8%
S vs M
-4.1%
-66.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.1% | -4.2% | -5.5% |
| 7D | +4.1% | +0.6% | +3.5% | +3.9% |
| 30D | -7.2% | +7.0% | -14.2% | -9.4% |
| 3M | 0.0% | +3.1% | -3.2% | -1.6% |
| 6M | +41.6% | +33.5% | +8.1% | +26.0% |
| YTD | +48.6% | +13.4% | +35.2% | +38.4% |
| 1Y | +30.0% | +22.4% | +7.6% | +17.0% |
| 3Y | +42.2% | +150.9% | -108.7% | -14.2% |
| 5Y | -70.8% | -3.0% | -67.7% | -75.3% |
| All | -70.8% | -4.1% | -66.7% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling