+95.6%
F vs SO
+156.1%
-60.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.8% |
| 7D | +5.3% | -0.2% | +5.5% | +5.4% |
| 30D | +4.6% | -4.6% | +9.2% | +6.6% |
| 3M | -3.7% | -3.0% | -0.6% | -2.8% |
| 6M | +16.8% | -8.3% | +25.1% | +20.4% |
| YTD | +15.3% | +3.5% | +11.8% | +12.5% |
| 1Y | +31.0% | -0.9% | +31.9% | +30.0% |
| 3Y | +45.4% | +45.4% | +0.1% | +19.8% |
| 5Y | +54.7% | +59.6% | -5.0% | +21.2% |
| All | +95.6% | +156.1% | -60.5% | +39.5% |
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