+169.9%
W vs S
+42.2%
+127.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.3% | +3.7% | 0.0% |
| 7D | -1.7% | +4.1% | -5.7% | -3.4% |
| 30D | +3.2% | -7.2% | +10.4% | +6.1% |
| 3M | +8.3% | 0.0% | +8.3% | +5.9% |
| 6M | +84.3% | +41.6% | +42.7% | +53.5% |
| YTD | +11.0% | +48.6% | -37.6% | -11.0% |
| 1Y | -0.2% | +30.0% | -30.3% | -15.9% |
| All | +169.9% | +42.2% | +127.8% | +169.2% |
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