+74.3%
F vs SO
+188.2%
-114.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | +2.1% | +8.7% | -6.6% | -1.4% |
| 3M | -10.3% | +3.4% | -13.6% | -11.6% |
| 6M | +3.3% | +3.7% | -0.4% | +1.2% |
| YTD | -2.0% | +10.0% | -12.0% | -6.8% |
| 1Y | -2.3% | +6.6% | -8.9% | -5.9% |
| 3Y | +49.9% | +52.5% | -2.6% | +20.8% |
| 5Y | -12.5% | +76.1% | -88.5% | -34.5% |
| 10Y | +74.3% | +194.9% | -120.6% | +19.5% |
| All | +74.3% | +188.2% | -114.0% | +19.5% |
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