+77.0%
SO vs ALL
+143.1%
-66.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | 0.0% |
| 7D | -1.5% | -1.9% | +0.5% | -1.0% |
| 30D | +8.1% | +13.8% | -5.7% | +4.7% |
| 3M | +0.2% | -7.0% | +7.2% | +1.8% |
| 6M | +0.4% | +18.0% | -17.6% | -4.0% |
| YTD | +8.5% | +24.2% | -15.7% | +2.2% |
| 1Y | +4.9% | +31.2% | -26.2% | -2.6% |
| 3Y | +47.9% | +107.5% | -59.6% | +21.9% |
| All | +77.0% | +143.1% | -66.0% | +40.2% |
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 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