+6,358.4%
SO vs BAX
+923.3%
+5,435.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -0.1% | +3.6% | -3.8% | -0.8% |
| 30D | +8.7% | +8.5% | +0.2% | +6.9% |
| 3M | +3.4% | -4.9% | +8.2% | +4.0% |
| 6M | +3.7% | +47.0% | -43.3% | -3.9% |
| YTD | +10.0% | +38.4% | -28.4% | +2.0% |
| 1Y | +6.6% | +49.1% | -42.5% | -2.6% |
| 3Y | +52.5% | -14.9% | +67.4% | +50.9% |
| 5Y | +76.1% | -63.1% | +139.2% | +101.8% |
| 10Y | +194.9% | -35.6% | +230.5% | +207.5% |
| All | +6,358.4% | +923.3% | +5,435.1% | +4,114.7% |
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