+214.8%
B vs SO
+197.2%
+17.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.0% |
| 7D | -7.3% | +1.4% | -8.7% | -7.7% |
| 30D | -3.3% | +4.7% | -8.1% | -4.8% |
| 3M | -7.8% | +1.7% | -9.5% | -8.4% |
| 6M | -15.5% | +2.2% | -17.7% | -16.4% |
| YTD | -12.3% | +10.0% | -22.2% | -15.3% |
| 1Y | +5.4% | +6.0% | -0.7% | +2.9% |
| 3Y | +165.5% | +54.1% | +111.4% | +130.3% |
| 5Y | +107.0% | +79.6% | +27.4% | +72.8% |
| All | +214.8% | +197.2% | +17.7% | +123.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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