+714.7%
B vs SO
+6,337.0%
-5,622.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +4.3% | +0.4% | +3.9% | +4.2% |
| 30D | -0.9% | +9.2% | -10.2% | -2.5% |
| 3M | -1.4% | +1.1% | -2.4% | -1.6% |
| 6M | +5.0% | -1.1% | +6.1% | +5.0% |
| YTD | -5.8% | +9.7% | -15.5% | -7.5% |
| 1Y | +25.6% | +5.5% | +20.1% | +24.1% |
| 3Y | +161.6% | +47.0% | +114.6% | +144.7% |
| 5Y | +135.2% | +77.6% | +57.6% | +114.2% |
| 10Y | +170.7% | +181.0% | -10.3% | +131.0% |
| All | +714.7% | +6,337.0% | -5,622.4% | +850.7% |
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