+1,113.1%
SO vs BG
+940.3%
+172.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | +0.8% | +3.4% | -2.6% | +0.3% |
| 30D | +7.8% | -3.8% | +11.6% | +8.3% |
| 3M | +2.9% | -9.6% | +12.5% | +4.2% |
| 6M | +2.5% | -19.5% | +22.0% | +5.1% |
| YTD | +10.3% | +14.6% | -4.4% | +7.6% |
| 1Y | +6.4% | +6.6% | -0.3% | +4.8% |
| 3Y | +52.8% | +4.7% | +48.1% | +49.4% |
| 5Y | +78.7% | +22.1% | +56.6% | +69.0% |
| 10Y | +196.3% | +109.2% | +87.1% | +150.9% |
| All | +1,113.1% | +940.3% | +172.8% | +811.0% |
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