+193.4%
B vs SO
+156.9%
+36.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.8% |
| 7D | +2.3% | +1.0% | +1.3% | +2.0% |
| 30D | +1.4% | -3.2% | +4.5% | +2.4% |
| 3M | +12.2% | -1.7% | +13.9% | +12.6% |
| 6M | -2.1% | -7.2% | +5.1% | 0.0% |
| YTD | +2.9% | +4.6% | -1.6% | +1.0% |
| 1Y | +55.3% | +1.2% | +54.1% | +53.9% |
| 3Y | +198.7% | +45.3% | +153.4% | +162.7% |
| 5Y | +153.8% | +58.7% | +95.1% | +117.5% |
| 10Y | +193.4% | +155.9% | +37.6% | +129.8% |
| All | +193.4% | +156.9% | +36.5% | +129.8% |
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