+47.9%
SO vs BEN
+63.5%
-15.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.7% | -5.8% | -1.2% |
| 7D | -1.5% | +6.6% | -8.1% | -1.6% |
| 30D | +8.1% | +3.8% | +4.2% | +8.0% |
| 3M | +0.2% | +0.2% | 0.0% | +0.2% |
| 6M | +0.4% | +10.4% | -10.1% | 0.0% |
| YTD | +8.5% | +46.2% | -37.7% | +6.5% |
| 1Y | +4.9% | +52.3% | -47.3% | +2.7% |
| 3Y | +47.9% | +65.9% | -18.0% | +41.6% |
| All | +47.9% | +63.5% | -15.6% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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