+44.9%
C vs SO
-1.3%
+46.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.5% |
| 7D | +3.6% | -0.2% | +3.8% | +3.6% |
| 30D | +0.1% | -4.6% | +4.6% | -1.2% |
| 3M | +2.4% | -3.0% | +5.5% | +1.5% |
| 6M | +24.9% | -8.3% | +33.2% | +21.8% |
| YTD | +19.8% | +3.5% | +16.3% | +19.4% |
| 1Y | +44.9% | -0.9% | +45.8% | +47.0% |
| All | +44.9% | -1.3% | +46.2% | +47.0% |
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