+210.2%
TER vs S
+51.7%
+158.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.5% | +6.8% | +8.0% |
| 7D | +5.9% | +1.2% | +4.7% | +5.9% |
| 30D | -30.8% | -7.3% | -23.4% | -29.7% |
| 3M | -29.9% | +5.9% | -35.8% | -31.0% |
| 6M | -27.5% | +45.6% | -73.1% | -34.2% |
| YTD | +37.5% | +58.5% | -21.1% | +19.8% |
| 1Y | +50.3% | +37.6% | +12.6% | +36.6% |
| All | +210.2% | +51.7% | +158.5% | +186.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling