+47.9%
SO vs BAX
-19.9%
+67.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.1% |
| 7D | -1.5% | +12.1% | -13.6% | -2.3% |
| 30D | +8.1% | +7.6% | +0.5% | +7.4% |
| 3M | +0.2% | -4.5% | +4.7% | +0.4% |
| 6M | +0.4% | +52.0% | -51.6% | -3.3% |
| YTD | +8.5% | +35.1% | -26.6% | +4.7% |
| 1Y | +4.9% | +43.7% | -38.8% | +0.6% |
| 3Y | +47.9% | -20.9% | +68.8% | +50.1% |
| All | +47.9% | -19.9% | +67.8% | +50.1% |
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