+9.5%
S vs Z
-58.8%
+68.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.2% |
| 7D | -7.7% | -3.0% | -4.7% | -6.6% |
| 30D | -5.3% | -4.2% | -1.2% | -4.1% |
| 3M | +20.3% | -3.7% | +24.0% | +20.7% |
| 6M | +47.4% | -24.5% | +71.9% | +58.9% |
| YTD | +32.5% | -49.3% | +81.8% | +63.8% |
| 1Y | +9.5% | -58.7% | +68.2% | +45.4% |
| All | +9.5% | -58.8% | +68.4% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling