+54.5%
T vs S
-69.1%
+123.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -0.9% |
| 7D | +1.0% | -13.4% | +14.5% | +1.3% |
| 30D | -10.6% | -14.0% | +3.4% | -10.4% |
| 3M | -7.7% | +4.9% | -12.6% | -8.1% |
| 6M | -13.3% | +42.0% | -55.3% | -14.4% |
| YTD | -8.8% | +45.1% | -53.9% | -10.1% |
| 1Y | -8.4% | +33.1% | -41.5% | -9.5% |
| 3Y | +59.6% | +40.6% | +19.0% | +54.0% |
| All | +54.5% | -69.1% | +123.6% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling