+99.5%
U vs S
+34.5%
+65.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.9% | +4.8% |
| 7D | +36.6% | -13.4% | +50.0% | +44.1% |
| 30D | +13.3% | -14.0% | +27.3% | +19.7% |
| 3M | +26.2% | +4.9% | +21.3% | +19.3% |
| 6M | +88.7% | +42.0% | +46.7% | +51.5% |
| YTD | +16.6% | +45.1% | -28.6% | -8.2% |
| 1Y | +29.0% | +33.1% | -4.1% | +4.7% |
| 3Y | +99.5% | +40.6% | +58.9% | +32.2% |
| All | +99.5% | +34.5% | +65.0% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling