+192.9%
SO vs ALL
+376.2%
-183.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -2.1% |
| 7D | -0.9% | 0.0% | -0.9% | -1.0% |
| 30D | +4.9% | +12.8% | -7.9% | +0.5% |
| 3M | +0.8% | +4.7% | -3.9% | -1.1% |
| 6M | +0.6% | +24.9% | -24.4% | -7.6% |
| YTD | +8.7% | +30.0% | -21.3% | -2.1% |
| 1Y | +4.0% | +29.9% | -26.0% | -6.3% |
| 3Y | +50.6% | +117.5% | -67.0% | +9.8% |
| 5Y | +77.5% | +161.7% | -84.2% | +16.2% |
| All | +192.9% | +376.2% | -183.4% | +61.9% |
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