+208.6%
B vs SO
+188.2%
+20.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.1% | -6.2% | -6.1% |
| 7D | +7.1% | -0.1% | +7.2% | +7.1% |
| 30D | -3.3% | +8.7% | -12.0% | -5.9% |
| 3M | -2.5% | +3.4% | -5.9% | -3.7% |
| 6M | -7.2% | +3.7% | -10.9% | -8.6% |
| YTD | -7.4% | +10.0% | -17.4% | -10.6% |
| 1Y | +16.4% | +6.6% | +9.8% | +13.5% |
| 3Y | +178.7% | +52.5% | +126.2% | +142.4% |
| 5Y | +121.7% | +76.1% | +45.6% | +85.8% |
| 10Y | +208.6% | +194.9% | +13.7% | +118.5% |
| All | +208.6% | +188.2% | +20.4% | +118.5% |
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