-3.5%
F vs SO
+6.6%
-10.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -2.1% | +0.8% | -2.9% | -2.2% |
| 30D | +3.3% | +7.8% | -4.5% | +3.4% |
| 3M | -11.3% | +2.9% | -14.2% | -11.7% |
| 6M | +5.3% | +2.5% | +2.8% | +4.8% |
| YTD | -2.2% | +10.3% | -12.5% | -4.1% |
| 1Y | -3.5% | +6.4% | -9.9% | -3.8% |
| All | -3.5% | +6.6% | -10.2% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling