+59.1%
SO vs BR
+7.7%
+51.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.1% | -6.0% | +4.8% | +0.1% |
| 30D | -3.7% | -0.9% | -2.9% | -3.7% |
| 3M | -5.9% | +16.4% | -22.3% | -9.4% |
| 6M | -7.3% | -8.2% | +0.8% | -5.7% |
| YTD | +3.1% | -23.2% | +26.3% | +10.0% |
| 1Y | -1.0% | -30.9% | +29.9% | +8.9% |
| 3Y | +43.2% | -5.0% | +48.2% | +40.9% |
| 5Y | +59.1% | +8.8% | +50.3% | +45.0% |
| All | +59.1% | +7.7% | +51.4% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling