+36.8%
S vs Z
-58.2%
+95.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.8% | +4.2% | +6.8% |
| 7D | +1.6% | -5.2% | +6.7% | +3.3% |
| 30D | -10.5% | +5.7% | -16.2% | -12.8% |
| 3M | +9.9% | -8.7% | +18.7% | +12.4% |
| 6M | +41.8% | -26.0% | +67.7% | +53.6% |
| YTD | +56.8% | -55.0% | +111.8% | +94.1% |
| All | +36.8% | -58.2% | +95.1% | +72.5% |
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