+88.7%
U vs S
+39.0%
+49.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.9% | +5.2% |
| 7D | +36.6% | -13.4% | +50.0% | +40.6% |
| 30D | +13.3% | -14.0% | +27.3% | +16.4% |
| 3M | +26.2% | +4.9% | +21.3% | +22.6% |
| 6M | +88.7% | +42.0% | +46.7% | +58.5% |
| All | +88.7% | +39.0% | +49.8% | +58.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling