+3.7%
SO vs BR
-14.2%
+18.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -0.7% |
| 7D | +1.7% | +7.0% | -5.2% | +1.7% |
| 30D | +11.1% | +19.0% | -7.9% | +11.5% |
| 3M | +0.7% | +13.1% | -12.4% | +0.8% |
| 6M | -1.4% | +24.6% | -26.0% | -1.4% |
| YTD | +9.4% | -13.6% | +23.0% | +8.9% |
| 1Y | +3.7% | -13.1% | +16.9% | +3.0% |
| All | +3.7% | -14.2% | +18.0% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling