+196.4%
SO vs BAX
-35.8%
+232.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | +4.7% | +4.1% | +0.6% | +3.5% |
| 3M | +1.7% | -4.5% | +6.2% | +2.4% |
| 6M | +2.2% | +49.2% | -47.1% | -7.6% |
| YTD | +10.0% | +35.2% | -25.3% | +0.2% |
| 1Y | +6.0% | +38.3% | -32.2% | -4.1% |
| 3Y | +54.1% | -19.0% | +73.2% | +54.5% |
| 5Y | +79.6% | -64.2% | +143.8% | +137.7% |
| All | +196.4% | -35.8% | +232.3% | +269.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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