+166.1%
B vs SO
+45.4%
+120.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.9% |
| 7D | +9.6% | -1.5% | +11.1% | +10.2% |
| 30D | +3.5% | +8.1% | -4.6% | +0.2% |
| 3M | -1.6% | +0.2% | -1.8% | -1.9% |
| 6M | -1.7% | +0.4% | -2.1% | -2.4% |
| YTD | -5.3% | +8.5% | -13.8% | -9.6% |
| 1Y | +27.2% | +4.9% | +22.3% | +23.4% |
| 3Y | +166.1% | +47.9% | +118.2% | +92.5% |
| All | +166.1% | +45.4% | +120.7% | +92.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling