+6,268.1%
SO vs BAX
+898.9%
+5,369.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -1.5% | +12.1% | -13.6% | -3.5% |
| 30D | +8.1% | +7.6% | +0.5% | +6.5% |
| 3M | +0.2% | -4.5% | +4.7% | +0.7% |
| 6M | +0.4% | +52.0% | -51.6% | -7.6% |
| YTD | +8.5% | +35.1% | -26.6% | +1.0% |
| 1Y | +4.9% | +43.7% | -38.8% | -3.5% |
| 3Y | +47.9% | -20.9% | +68.8% | +48.4% |
| 5Y | +75.7% | -63.5% | +139.2% | +101.7% |
| 10Y | +178.0% | -36.0% | +214.0% | +190.2% |
| All | +6,268.1% | +898.9% | +5,369.2% | +4,073.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling