+155.9%
SO vs BAX
-36.7%
+192.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.8% | +1.8% |
| 7D | +1.0% | -2.4% | +3.5% | +1.5% |
| 30D | -3.2% | -9.7% | +6.5% | -1.1% |
| 3M | -1.7% | +29.3% | -31.0% | -7.9% |
| 6M | -7.2% | +40.7% | -47.9% | -15.0% |
| YTD | +4.6% | +30.3% | -25.7% | -3.7% |
| 1Y | +1.2% | +3.4% | -2.2% | -1.8% |
| 3Y | +45.3% | -32.0% | +77.3% | +53.5% |
| 5Y | +58.7% | -66.9% | +125.6% | +115.5% |
| 10Y | +155.9% | -37.1% | +192.9% | +201.5% |
| All | +155.9% | -36.7% | +192.6% | +201.5% |
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