-63.1%
W vs S
-71.4%
+8.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.3% |
| 7D | -4.2% | -7.7% | +3.5% | 0.0% |
| 30D | -7.6% | -5.3% | -2.2% | -6.4% |
| 3M | +37.2% | +20.3% | +16.9% | +21.0% |
| 6M | +26.3% | +47.4% | -21.0% | -2.6% |
| YTD | -1.0% | +32.5% | -33.5% | -20.0% |
| 1Y | +20.1% | +9.5% | +10.6% | +6.2% |
| 3Y | +37.8% | +15.5% | +22.3% | +7.0% |
| All | -63.1% | -71.4% | +8.3% | -53.0% |
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