+59.8%
SO vs ALL
+118.4%
-58.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -4.6% | -1.5% | -3.1% | -4.3% |
| 3M | -3.0% | +23.6% | -26.7% | -8.1% |
| 6M | -8.3% | +22.3% | -30.6% | -12.9% |
| YTD | +3.5% | +26.5% | -23.0% | -2.7% |
| 1Y | -0.9% | +27.0% | -27.9% | -7.2% |
| 3Y | +45.4% | +149.6% | -104.2% | +15.5% |
| All | +59.8% | +118.4% | -58.6% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling