+155.9%
SO vs BB
+3.3%
+152.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.9% |
| 7D | +1.0% | +0.5% | +0.5% | +1.0% |
| 30D | -3.2% | -12.4% | +9.2% | -2.9% |
| 3M | -1.7% | -15.3% | +13.6% | -1.5% |
| 6M | -7.2% | +128.8% | -136.0% | -9.9% |
| YTD | +4.6% | +107.7% | -103.1% | +1.8% |
| 1Y | +1.2% | +103.9% | -102.7% | -1.6% |
| 3Y | +45.3% | +72.6% | -27.3% | +40.4% |
| 5Y | +58.7% | -24.3% | +83.0% | +56.3% |
| 10Y | +155.9% | +3.1% | +152.7% | +121.9% |
| All | +155.9% | +3.3% | +152.6% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling