+19.2%
U vs S
+38.4%
-19.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.0% | -8.2% | -2.5% |
| 7D | +32.3% | +1.6% | +30.8% | +30.9% |
| 30D | +9.7% | -10.5% | +20.2% | +12.9% |
| 3M | +19.6% | +9.9% | +9.7% | +13.4% |
| 6M | +82.6% | +41.8% | +40.9% | +52.4% |
| YTD | +16.4% | +56.8% | -40.4% | -10.0% |
| All | +19.2% | +38.4% | -19.1% | -6.7% |
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