+63.1%
T vs S
-57.8%
+120.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.3% |
| 7D | -1.5% | -5.8% | +4.3% | -1.4% |
| 30D | +7.6% | -9.2% | +16.8% | +7.8% |
| 3M | +15.3% | +23.4% | -8.1% | +14.7% |
| 6M | -8.5% | +36.9% | -45.4% | -9.2% |
| YTD | +6.8% | +29.5% | -22.8% | +6.0% |
| 1Y | -7.2% | +5.4% | -12.7% | -7.5% |
| 3Y | +108.2% | +14.7% | +93.5% | +103.9% |
| 5Y | +66.1% | -71.5% | +137.6% | +59.7% |
| All | +63.1% | -57.8% | +120.9% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling