+53.9%
F vs SO
+58.2%
-4.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +5.3% | -0.2% | +5.5% | +5.4% |
| 30D | +4.6% | -4.6% | +9.2% | +6.2% |
| 3M | -3.7% | -3.0% | -0.6% | -3.0% |
| 6M | +16.8% | -8.3% | +25.1% | +19.9% |
| YTD | +15.3% | +3.5% | +11.8% | +12.6% |
| 1Y | +31.0% | -0.9% | +31.9% | +29.9% |
| 3Y | +45.4% | +45.4% | +0.1% | +19.3% |
| All | +53.9% | +58.2% | -4.3% | +26.5% |
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 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