+992.7%
C vs SO
+6,337.0%
-5,344.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.3% | -5.2% |
| 7D | -5.3% | +0.4% | -5.7% | -5.5% |
| 30D | -7.3% | +9.2% | -16.6% | -11.4% |
| 3M | -13.5% | +1.1% | -14.6% | -14.2% |
| 6M | -6.5% | -1.1% | -5.4% | -6.7% |
| YTD | +3.6% | +9.7% | -6.1% | -2.4% |
| 1Y | +18.9% | +5.5% | +13.4% | +14.0% |
| 3Y | +205.0% | +47.0% | +157.9% | +141.8% |
| 5Y | +109.4% | +77.6% | +31.8% | +47.5% |
| 10Y | +232.9% | +181.0% | +51.9% | +80.1% |
| All | +992.7% | +6,337.0% | -5,344.3% | +40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling