+54.1%
SO vs BR
+14.9%
+39.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.2% |
| 7D | +1.4% | +1.1% | +0.3% | +1.2% |
| 30D | +4.7% | +14.4% | -9.7% | +3.2% |
| 3M | +1.7% | +12.4% | -10.7% | +0.4% |
| 6M | +2.2% | +35.4% | -33.3% | -1.6% |
| YTD | +10.0% | -12.2% | +22.1% | +13.7% |
| 1Y | +6.0% | -12.7% | +18.8% | +9.8% |
| 3Y | +54.1% | +14.3% | +39.9% | +51.1% |
| All | +54.1% | +14.9% | +39.2% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling