+47.4%
SO vs A
+26.9%
+20.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -0.2% | -1.9% | +1.8% | -0.1% |
| 30D | -4.6% | +6.9% | -11.5% | -4.8% |
| 3M | -3.0% | +9.2% | -12.3% | -3.3% |
| 6M | -8.3% | +25.7% | -33.9% | -8.9% |
| YTD | +3.5% | +11.5% | -8.0% | +3.2% |
| 1Y | -0.9% | +18.4% | -19.3% | -1.6% |
| All | +47.4% | +26.9% | +20.5% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling