+175.2%
SO vs ALL
+370.9%
-195.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | +0.5% |
| 7D | -1.5% | -1.9% | +0.5% | -0.8% |
| 30D | +8.1% | +13.8% | -5.7% | +3.3% |
| 3M | +0.2% | -7.0% | +7.2% | +2.5% |
| 6M | +0.4% | +18.0% | -17.6% | -5.9% |
| YTD | +8.5% | +24.2% | -15.7% | -0.5% |
| 1Y | +4.9% | +31.2% | -26.2% | -5.8% |
| 3Y | +47.9% | +107.5% | -59.6% | +9.9% |
| 5Y | +75.7% | +144.8% | -69.1% | +18.3% |
| All | +175.2% | +370.9% | -195.7% | +66.1% |
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