-64.4%
W vs S
-49.1%
-15.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.5% |
| 7D | +1.1% | +1.4% | -0.3% | +0.4% |
| 30D | +6.4% | -10.8% | +17.2% | +12.2% |
| 3M | +9.0% | +5.4% | +3.6% | +2.7% |
| 6M | +69.8% | +41.2% | +28.6% | +35.1% |
| YTD | +12.1% | +56.2% | -44.1% | -17.6% |
| 1Y | 0.0% | +36.3% | -36.3% | -22.0% |
| 3Y | +160.3% | +49.4% | +110.9% | +75.2% |
| 5Y | -53.3% | -66.9% | +13.6% | -48.5% |
| All | -64.4% | -49.1% | -15.3% | -63.7% |
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 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