-68.9%
S vs M
-11.5%
-57.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.6% | +6.2% | +3.2% |
| 7D | -13.4% | -4.3% | -9.2% | -12.2% |
| 30D | -14.0% | +1.3% | -15.3% | -14.5% |
| 3M | +4.9% | -7.4% | +12.2% | +7.0% |
| 6M | +42.0% | +18.3% | +23.7% | +31.6% |
| YTD | +45.1% | +7.6% | +37.6% | +37.5% |
| 1Y | +33.1% | +17.4% | +15.7% | +21.3% |
| 3Y | +40.6% | +108.4% | -67.7% | -8.5% |
| All | -68.9% | -11.5% | -57.4% | -73.1% |
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 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