-72.0%
S vs M
+27.3%
-99.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.5% |
| 7D | -7.7% | +4.7% | -12.4% | -9.2% |
| 30D | -5.3% | -9.6% | +4.3% | -2.1% |
| 3M | +20.3% | +0.9% | +19.4% | +18.8% |
| 6M | +47.4% | +22.3% | +25.1% | +35.2% |
| YTD | +32.5% | +6.5% | +26.0% | +26.7% |
| 1Y | +9.5% | +38.8% | -29.2% | -5.9% |
| 3Y | +15.5% | +115.9% | -100.4% | -25.0% |
| All | -72.0% | +27.3% | -99.3% | -78.3% |
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