+13.2%
W vs S
+31.6%
-18.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.1% | -1.9% |
| 7D | -3.6% | -13.4% | +9.8% | +0.3% |
| 30D | +7.0% | -14.0% | +20.9% | +11.1% |
| 3M | +7.4% | +4.9% | +2.5% | +4.4% |
| 6M | +69.3% | +42.0% | +27.3% | +52.5% |
| YTD | +11.3% | +45.1% | -33.8% | -2.6% |
| 1Y | +13.2% | +33.1% | -19.9% | -0.4% |
| All | +13.2% | +31.6% | -18.4% | -0.4% |
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