+200.5%
B vs SO
+184.0%
+16.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +3.8% |
| 7D | +11.3% | -1.1% | +12.4% | +11.7% |
| 30D | +2.9% | +8.6% | -5.6% | +0.2% |
| 3M | -2.9% | +1.8% | -4.6% | -3.5% |
| 6M | -1.2% | +3.6% | -4.8% | -2.7% |
| YTD | -1.3% | +9.9% | -11.3% | -4.8% |
| 1Y | +30.4% | +5.7% | +24.7% | +27.4% |
| 3Y | +195.3% | +52.5% | +142.8% | +156.3% |
| 5Y | +146.2% | +77.3% | +68.9% | +105.3% |
| 10Y | +200.5% | +186.8% | +13.7% | +117.3% |
| All | +200.5% | +184.0% | +16.5% | +117.3% |
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