+512.8%
F vs SO
+6,337.0%
-5,824.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | +1.4% | +0.4% | +1.0% | +1.2% |
| 30D | +2.0% | +9.2% | -7.2% | -1.5% |
| 3M | -10.4% | +1.1% | -11.4% | -10.9% |
| 6M | +9.7% | -1.1% | +10.8% | +9.6% |
| YTD | -1.2% | +9.7% | -10.9% | -5.5% |
| 1Y | 0.0% | +5.5% | -5.5% | -2.9% |
| 3Y | +41.1% | +47.0% | -5.9% | +18.6% |
| 5Y | -11.4% | +77.6% | -89.0% | -31.5% |
| 10Y | +85.0% | +181.0% | -96.0% | +16.9% |
| All | +512.8% | +6,337.0% | -5,824.2% | +34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling