+113.6%
C vs SO
+79.0%
+34.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.3% | -0.2% |
| 7D | +4.2% | +1.4% | +2.8% | +3.9% |
| 30D | +2.0% | +4.7% | -2.7% | +1.2% |
| 3M | -10.1% | +1.7% | -11.8% | -10.4% |
| 6M | +1.0% | +2.2% | -1.2% | +0.4% |
| YTD | +8.5% | +10.0% | -1.5% | +5.7% |
| 1Y | +25.7% | +6.0% | +19.7% | +23.5% |
| 3Y | +216.0% | +54.1% | +161.9% | +170.7% |
| All | +113.6% | +79.0% | +34.6% | +80.2% |
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