+194.9%
SO vs ALL
+372.0%
-177.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.9% |
| 7D | -0.1% | -0.1% | 0.0% | -0.1% |
| 30D | +8.7% | +13.8% | -5.1% | +3.8% |
| 3M | +3.4% | -2.8% | +6.1% | +4.1% |
| 6M | +3.7% | +23.7% | -20.0% | -4.4% |
| YTD | +10.0% | +27.3% | -17.2% | 0.0% |
| 1Y | +6.6% | +30.5% | -24.0% | -4.1% |
| 3Y | +52.5% | +113.0% | -60.5% | +12.1% |
| 5Y | +76.1% | +157.6% | -81.5% | +15.9% |
| 10Y | +194.9% | +368.4% | -173.5% | +65.4% |
| All | +194.9% | +372.0% | -177.1% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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