+218.3%
C vs SO
+195.2%
+23.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -0.4% | +0.8% | -1.2% | -0.7% |
| 30D | -5.3% | +7.8% | -13.1% | -8.2% |
| 3M | -8.0% | +2.9% | -10.9% | -9.2% |
| 6M | -0.3% | +2.5% | -2.7% | -1.8% |
| YTD | +8.6% | +10.3% | -1.6% | +3.0% |
| 1Y | +25.8% | +6.4% | +19.5% | +21.1% |
| 3Y | +221.2% | +52.8% | +168.4% | +155.4% |
| 5Y | +113.6% | +78.7% | +34.9% | +53.9% |
| 10Y | +218.3% | +196.3% | +22.0% | +134.6% |
| All | +218.3% | +195.2% | +23.1% | +134.6% |
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