+80.1%
SO vs BG
+22.0%
+58.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | +0.8% | +3.4% | -2.6% | +0.4% |
| 30D | +7.8% | -3.8% | +11.6% | +8.2% |
| 3M | +2.9% | -9.6% | +12.5% | +3.9% |
| 6M | +2.5% | -19.5% | +22.0% | +4.6% |
| YTD | +10.3% | +14.6% | -4.4% | +8.0% |
| 1Y | +6.4% | +6.6% | -0.3% | +5.0% |
| 3Y | +52.8% | +4.7% | +48.1% | +50.2% |
| All | +80.1% | +22.0% | +58.1% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 5y: compounded portfolio wealth divided by compounded BG 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…
5y analysis · Full analysis span regression · 6 months rolling