+43.8%
SO vs BBY
+38.4%
+5.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.7% |
| 7D | 0.0% | +1.2% | -1.1% | 0.0% |
| 30D | -2.5% | +6.8% | -9.3% | -2.7% |
| 3M | -4.2% | +18.7% | -22.9% | -4.7% |
| 6M | -7.7% | +37.3% | -44.9% | -8.6% |
| YTD | +3.8% | +35.3% | -31.5% | +2.8% |
| 1Y | +0.1% | +20.7% | -20.6% | -0.6% |
| All | +43.8% | +38.4% | +5.4% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling