+1,050.4%
SO vs BG
+1,185.2%
-134.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.4% | +0.4% |
| 7D | +1.0% | +2.4% | -1.3% | +0.7% |
| 30D | -3.2% | +15.0% | -18.2% | -5.1% |
| 3M | -1.7% | -0.7% | -1.0% | -1.8% |
| 6M | -7.2% | +7.5% | -14.7% | -8.4% |
| YTD | +4.6% | +41.6% | -37.0% | -0.7% |
| 1Y | +1.2% | +50.7% | -49.5% | -4.9% |
| 3Y | +45.3% | +20.3% | +25.0% | +39.5% |
| 5Y | +58.7% | +85.2% | -26.5% | +41.8% |
| 10Y | +155.9% | +160.6% | -4.8% | +110.5% |
| All | +1,050.4% | +1,185.2% | -134.8% | +740.7% |
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