+5,976.4%
SO vs BAX
+900.4%
+5,075.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.8% | -0.9% |
| 7D | -0.2% | -1.1% | +1.0% | 0.0% |
| 30D | -4.6% | -5.5% | +0.9% | -3.7% |
| 3M | -3.0% | +33.5% | -36.6% | -8.3% |
| 6M | -8.3% | +35.9% | -44.1% | -13.8% |
| YTD | +3.5% | +35.4% | -31.8% | -3.4% |
| 1Y | -0.9% | +9.8% | -10.7% | -4.4% |
| 3Y | +45.4% | -32.7% | +78.1% | +50.5% |
| 5Y | +59.6% | -65.6% | +125.2% | +85.7% |
| 10Y | +156.6% | -34.9% | +191.5% | +167.9% |
| All | +5,976.4% | +900.4% | +5,075.9% | +3,892.4% |
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