+171.9%
TER vs S
-56.8%
+228.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.1% | +5.4% |
| 7D | +0.6% | -7.7% | +8.3% | +2.5% |
| 30D | -8.3% | -5.3% | -2.9% | -7.5% |
| 3M | -12.2% | +20.3% | -32.5% | -17.0% |
| 6M | +17.1% | +47.4% | -30.3% | +3.4% |
| YTD | +84.7% | +32.5% | +52.1% | +66.4% |
| 1Y | +199.9% | +9.5% | +190.4% | +182.9% |
| 3Y | +232.8% | +15.5% | +217.2% | +199.0% |
| 5Y | +198.6% | -71.2% | +269.8% | +214.9% |
| All | +171.9% | -56.8% | +228.7% | +184.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling