+18.4%
U vs S
+36.5%
-18.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.6% | +3.2% | +4.3% |
| 7D | +7.5% | -8.2% | +15.7% | +10.6% |
| 30D | -7.0% | -7.6% | +0.6% | -4.9% |
| 3M | +20.6% | +12.0% | +8.6% | +13.9% |
| 6M | +53.2% | +50.6% | +2.6% | +24.9% |
| YTD | -3.9% | +56.6% | -60.5% | -25.0% |
| 1Y | +18.4% | +39.2% | -20.9% | -7.0% |
| All | +18.4% | +36.5% | -18.1% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling