-69.4%
U vs S
-71.4%
+2.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | -3.8% | -7.7% | +3.9% | +0.8% |
| 30D | +17.5% | -5.3% | +22.8% | +19.5% |
| 3M | +38.7% | +20.3% | +18.5% | +20.4% |
| 6M | +104.4% | +47.4% | +57.0% | +51.7% |
| YTD | -5.7% | +32.5% | -38.2% | -24.8% |
| 1Y | +3.7% | +9.5% | -5.8% | -8.0% |
| 3Y | +12.3% | +15.5% | -3.2% | -15.1% |
| All | -69.4% | -71.4% | +2.0% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling