+803.7%
B vs SO
+5,976.4%
-5,172.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | +9.4% | -4.6% | +14.0% | +10.3% |
| 3M | +5.0% | -3.0% | +8.0% | +5.4% |
| 6M | -3.5% | -8.3% | +4.7% | -2.3% |
| YTD | +4.5% | +3.5% | +0.9% | +3.7% |
| 1Y | +67.8% | -0.9% | +68.7% | +67.7% |
| 3Y | +196.7% | +45.4% | +151.3% | +178.5% |
| 5Y | +151.9% | +59.6% | +92.3% | +133.4% |
| 10Y | +202.2% | +156.6% | +45.6% | +161.5% |
| All | +803.7% | +5,976.4% | -5,172.6% | +965.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling