+196.4%
SO vs BBY
+288.1%
-91.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | +1.4% | +4.5% | -3.1% | +0.8% |
| 30D | +4.7% | +16.8% | -12.1% | +2.6% |
| 3M | +1.7% | +23.2% | -21.5% | -1.2% |
| 6M | +2.2% | +91.9% | -89.8% | -6.5% |
| YTD | +10.0% | +61.6% | -51.7% | +2.6% |
| 1Y | +6.0% | +43.9% | -37.8% | +0.5% |
| 3Y | +54.1% | +88.6% | -34.5% | +36.5% |
| 5Y | +79.6% | -3.1% | +82.7% | +74.3% |
| All | +196.4% | +288.1% | -91.7% | +141.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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