+1,965.2%
SO vs A
+546.2%
+1,419.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.2% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | +8.1% | +3.4% | +4.7% | +7.8% |
| 3M | +0.2% | +23.8% | -23.6% | -1.5% |
| 6M | +0.4% | +49.0% | -48.6% | -2.8% |
| YTD | +8.5% | +29.4% | -20.9% | +6.0% |
| 1Y | +4.9% | +19.4% | -14.4% | +3.1% |
| 3Y | +47.9% | +66.2% | -18.3% | +40.7% |
| 5Y | +75.7% | +15.8% | +59.9% | +71.0% |
| 10Y | +178.0% | +326.1% | -148.1% | +149.4% |
| All | +1,965.2% | +546.2% | +1,419.0% | +1,690.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling