-15.8%
F vs SO
+76.6%
-92.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.3% |
| 7D | -3.9% | -0.9% | -2.9% | -3.5% |
| 30D | -0.5% | +4.9% | -5.4% | -2.2% |
| 3M | -12.9% | +0.8% | -13.7% | -13.2% |
| 6M | +1.5% | +0.6% | +1.0% | +0.9% |
| YTD | -5.0% | +8.7% | -13.7% | -8.9% |
| 1Y | -7.3% | +4.0% | -11.3% | -9.5% |
| 3Y | +45.3% | +50.6% | -5.3% | +16.9% |
| 5Y | -15.8% | +77.5% | -93.3% | -34.4% |
| All | -15.8% | +76.6% | -92.4% | -34.4% |
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