+1,109.9%
SO vs BG
+954.5%
+155.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.0% |
| 7D | +1.4% | +2.6% | -1.2% | +1.0% |
| 30D | +4.7% | -6.7% | +11.4% | +5.6% |
| 3M | +1.7% | -9.3% | +11.0% | +2.9% |
| 6M | +2.2% | -18.3% | +20.5% | +4.6% |
| YTD | +10.0% | +16.2% | -6.2% | +7.1% |
| 1Y | +6.0% | +7.6% | -1.5% | +4.4% |
| 3Y | +54.1% | +6.6% | +47.6% | +50.3% |
| 5Y | +79.6% | +22.2% | +57.4% | +69.9% |
| 10Y | +195.5% | +112.0% | +83.5% | +149.8% |
| All | +1,109.9% | +954.5% | +155.4% | +807.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling