+43.8%
SO vs BAX
-29.9%
+73.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.8% | -0.8% |
| 7D | -0.2% | -1.1% | +1.0% | -0.1% |
| 30D | -4.6% | -5.5% | +0.9% | -4.2% |
| 3M | -3.0% | +33.5% | -36.6% | -5.5% |
| 6M | -8.3% | +35.9% | -44.1% | -10.8% |
| YTD | +3.5% | +35.4% | -31.8% | 0.0% |
| 1Y | -0.9% | +9.8% | -10.7% | -2.6% |
| All | +43.8% | -29.9% | +73.7% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling