-54.2%
U vs S
-49.1%
-5.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | +24.4% | +1.4% | +23.0% | +21.9% |
| 30D | +7.4% | -10.8% | +18.2% | +12.7% |
| 3M | +16.8% | +5.4% | +11.4% | +7.9% |
| 6M | +78.8% | +41.2% | +37.5% | +36.1% |
| YTD | +14.0% | +56.2% | -42.2% | -19.5% |
| 1Y | +16.7% | +36.3% | -19.6% | -11.6% |
| 3Y | +86.4% | +49.4% | +36.9% | +18.9% |
| 5Y | -71.5% | -66.9% | -4.6% | -64.9% |
| All | -54.2% | -49.1% | -5.1% | -48.9% |
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