+155.9%
SO vs ALL
+355.7%
-199.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.8% |
| 7D | +1.0% | -1.7% | +2.7% | +1.6% |
| 30D | -3.2% | -4.7% | +1.5% | -1.7% |
| 3M | -1.7% | +18.4% | -20.1% | -7.7% |
| 6M | -7.2% | +20.5% | -27.7% | -13.6% |
| YTD | +4.6% | +23.5% | -19.0% | -3.8% |
| 1Y | +1.2% | +29.0% | -27.8% | -8.6% |
| 3Y | +45.3% | +153.7% | -108.4% | -0.1% |
| 5Y | +58.7% | +114.8% | -56.1% | +13.2% |
| 10Y | +155.9% | +356.1% | -200.3% | +39.2% |
| All | +155.9% | +355.7% | -199.8% | +39.2% |
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