+32.6%
NET vs SO
+78.6%
-46.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.7% |
| 7D | -16.4% | +1.7% | -18.1% | -16.2% |
| 30D | -25.8% | +11.1% | -37.0% | -24.9% |
| 3M | -11.5% | +0.7% | -12.2% | -11.2% |
| 6M | +18.9% | -1.4% | +20.3% | +19.3% |
| YTD | +35.2% | +9.4% | +25.8% | +35.9% |
| 1Y | +14.5% | +3.7% | +10.7% | +15.1% |
| 3Y | +313.8% | +46.7% | +267.1% | +289.1% |
| 5Y | +32.6% | +78.9% | -46.3% | +57.0% |
| All | +32.6% | +78.6% | -46.0% | +57.0% |
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