-53.2%
U vs S
-48.9%
-4.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.0% | -8.2% | -4.7% |
| 7D | +32.3% | +1.6% | +30.8% | +29.5% |
| 30D | +9.7% | -10.5% | +20.2% | +14.8% |
| 3M | +19.6% | +9.9% | +9.7% | +7.7% |
| 6M | +82.6% | +41.8% | +40.9% | +38.7% |
| YTD | +16.4% | +56.8% | -40.4% | -17.9% |
| 1Y | +28.5% | +39.0% | -10.5% | -3.8% |
| 3Y | +103.8% | +53.8% | +49.9% | +27.7% |
| 5Y | -70.0% | -68.6% | -1.4% | -62.8% |
| All | -53.2% | -48.9% | -4.3% | -48.0% |
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 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