+11.4%
B vs SO
+6.6%
+4.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -2.7% | +0.8% | -3.4% | -2.7% |
| 30D | -4.3% | +7.8% | -12.1% | -5.3% |
| 3M | -2.3% | +2.9% | -5.2% | -2.9% |
| 6M | -16.2% | +2.5% | -18.7% | -17.0% |
| YTD | -8.8% | +10.3% | -19.1% | -9.6% |
| 1Y | +11.4% | +6.4% | +5.0% | +13.5% |
| All | +11.4% | +6.6% | +4.7% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling