-51.9%
U vs S
-51.7%
-0.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.6% | +5.5% |
| 7D | +2.6% | +2.0% | +0.6% | +0.9% |
| 30D | +27.6% | -2.7% | +30.3% | +26.7% |
| 3M | +15.3% | -6.9% | +22.2% | +14.5% |
| 6M | +96.4% | +38.1% | +58.3% | +51.0% |
| YTD | +19.6% | +48.0% | -28.4% | -13.1% |
| 1Y | +42.1% | +34.5% | +7.7% | +7.9% |
| 3Y | +87.5% | +38.3% | +49.2% | +25.0% |
| 5Y | -73.1% | -70.9% | -2.2% | -65.5% |
| All | -51.9% | -51.7% | -0.2% | -44.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling