+155.9%
SO vs A
+237.5%
-81.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.6% |
| 7D | +1.0% | -2.1% | +3.1% | +1.4% |
| 30D | -3.2% | +0.6% | -3.8% | -3.5% |
| 3M | -1.7% | +10.9% | -12.6% | -4.2% |
| 6M | -7.2% | +28.2% | -35.3% | -13.0% |
| YTD | +4.6% | +8.6% | -4.0% | +1.7% |
| 1Y | +1.2% | +15.5% | -14.3% | -3.4% |
| 3Y | +45.3% | +31.8% | +13.5% | +29.6% |
| 5Y | +58.7% | -14.9% | +73.6% | +60.3% |
| 10Y | +155.9% | +237.8% | -82.0% | +70.3% |
| All | +155.9% | +237.5% | -81.6% | +70.3% |
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