+112.2%
C vs SO
+78.2%
+34.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -0.4% | -0.1% | -0.3% | -0.3% |
| 30D | -5.2% | +8.7% | -13.8% | -6.4% |
| 3M | -9.1% | +3.4% | -12.5% | -9.6% |
| 6M | -1.6% | +3.7% | -5.3% | -2.4% |
| YTD | +6.9% | +10.0% | -3.1% | +4.2% |
| 1Y | +23.0% | +6.6% | +16.4% | +20.7% |
| 3Y | +216.1% | +52.5% | +163.7% | +172.2% |
| 5Y | +112.2% | +76.1% | +36.2% | +81.4% |
| All | +112.2% | +78.2% | +34.1% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling