+6.0%
SO vs ALL
+30.2%
-24.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.1% |
| 7D | +1.4% | +5.0% | -3.7% | +0.3% |
| 30D | +4.7% | +13.3% | -8.6% | +2.2% |
| 3M | +1.7% | +3.2% | -1.5% | +0.7% |
| 6M | +2.2% | +25.3% | -23.2% | -2.2% |
| YTD | +10.0% | +30.5% | -20.5% | +5.1% |
| 1Y | +6.0% | +29.2% | -23.2% | +1.5% |
| All | +6.0% | +30.2% | -24.1% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling