+1,008.9%
BE vs SO
+160.6%
+848.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.0% | +8.6% | +9.2% |
| 7D | +29.8% | +1.0% | +28.7% | +29.3% |
| 30D | +26.4% | -3.2% | +29.6% | +28.1% |
| 3M | +9.3% | -1.7% | +11.0% | +8.8% |
| 6M | +105.1% | -7.2% | +112.3% | +108.8% |
| YTD | +219.0% | +4.6% | +214.5% | +207.3% |
| 1Y | +418.8% | +1.2% | +417.5% | +404.7% |
| 3Y | +1,784.6% | +45.3% | +1,739.3% | +1,394.3% |
| 5Y | +1,251.0% | +58.7% | +1,192.3% | +917.3% |
| All | +1,008.9% | +160.6% | +848.3% | +642.8% |
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 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