-15.1%
F vs SO
+79.3%
-94.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.2% |
| 7D | -0.6% | -1.1% | +0.5% | -0.3% |
| 30D | +2.9% | +8.6% | -5.7% | -0.1% |
| 3M | -9.5% | +1.8% | -11.3% | -10.1% |
| 6M | +4.0% | +3.6% | +0.4% | +2.2% |
| YTD | -1.3% | +9.9% | -11.2% | -5.7% |
| 1Y | -1.9% | +5.7% | -7.6% | -4.8% |
| 3Y | +53.5% | +52.5% | +1.0% | +23.2% |
| 5Y | -15.1% | +77.3% | -92.5% | -33.2% |
| All | -15.1% | +79.3% | -94.4% | -33.2% |
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