+186.8%
SO vs A
+328.7%
-141.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +0.7% |
| 7D | -1.1% | +4.8% | -5.9% | -2.1% |
| 30D | +8.6% | +5.6% | +2.9% | +7.2% |
| 3M | +1.8% | +23.6% | -21.8% | -3.0% |
| 6M | +3.6% | +56.4% | -52.7% | -6.8% |
| YTD | +9.9% | +33.4% | -23.5% | +2.2% |
| 1Y | +5.7% | +23.7% | -18.0% | 0.0% |
| 3Y | +52.5% | +71.0% | -18.5% | +27.9% |
| 5Y | +77.3% | +16.8% | +60.5% | +64.5% |
| 10Y | +186.8% | +323.8% | -137.0% | +88.0% |
| All | +186.8% | +328.7% | -141.9% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling