-54.8%
U vs S
-48.3%
-6.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -2.2% |
| 7D | +16.9% | +1.2% | +15.7% | +14.7% |
| 30D | +6.4% | -7.3% | +13.7% | +9.1% |
| 3M | +13.2% | +5.9% | +7.3% | +4.3% |
| 6M | +84.8% | +45.6% | +39.2% | +38.0% |
| YTD | +12.4% | +58.5% | -46.1% | -21.3% |
| 1Y | +19.8% | +37.6% | -17.8% | -9.7% |
| 3Y | +83.8% | +51.7% | +32.2% | +16.3% |
| 5Y | -72.7% | -67.5% | -5.2% | -66.5% |
| All | -54.8% | -48.3% | -6.5% | -50.1% |
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