+202.8%
TER vs S
-71.4%
+274.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.1% | +5.4% |
| 7D | +0.6% | -7.7% | +8.3% | +2.6% |
| 30D | -8.3% | -5.3% | -2.9% | -7.5% |
| 3M | -12.2% | +20.3% | -32.5% | -17.2% |
| 6M | +17.1% | +47.4% | -30.3% | +2.8% |
| YTD | +84.7% | +32.5% | +52.1% | +65.5% |
| 1Y | +199.9% | +9.5% | +190.4% | +182.0% |
| 3Y | +232.8% | +15.5% | +217.2% | +196.6% |
| All | +202.8% | -71.4% | +274.2% | +235.7% |
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