+32.8%
NET vs SO
-1.3%
+34.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -2.5% |
| 7D | -7.0% | -0.2% | -6.8% | -7.1% |
| 30D | -4.8% | -4.6% | -0.2% | -7.8% |
| 3M | +3.8% | -3.0% | +6.9% | +2.4% |
| 6M | +50.0% | -8.3% | +58.3% | +43.6% |
| YTD | +41.5% | +3.5% | +37.9% | +46.2% |
| 1Y | +32.8% | -0.9% | +33.8% | +35.3% |
| All | +32.8% | -1.3% | +34.2% | +35.3% |
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 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