+6.6%
SO vs A
+22.0%
-15.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | 0.0% |
| 7D | -0.1% | +1.4% | -1.5% | 0.0% |
| 30D | +8.7% | +4.3% | +4.4% | +8.8% |
| 3M | +3.4% | +19.8% | -16.4% | +3.8% |
| 6M | +3.7% | +54.4% | -50.7% | +4.7% |
| YTD | +10.0% | +31.7% | -21.7% | +10.6% |
| 1Y | +6.6% | +22.4% | -15.9% | +8.3% |
| All | +6.6% | +22.0% | -15.4% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling