+466.7%
SO vs BR
+1,321.0%
-854.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.6% | +0.1% |
| 7D | -0.2% | -5.3% | +5.1% | +1.2% |
| 30D | -4.6% | +6.4% | -11.0% | -6.2% |
| 3M | -3.0% | +13.6% | -16.7% | -6.5% |
| 6M | -8.3% | -6.7% | -1.5% | -7.3% |
| YTD | +3.5% | -21.1% | +24.6% | +9.0% |
| 1Y | -0.9% | -29.6% | +28.6% | +7.5% |
| 3Y | +45.4% | -2.4% | +47.7% | +43.1% |
| 5Y | +59.6% | +11.2% | +48.4% | +49.7% |
| 10Y | +156.6% | +191.8% | -35.2% | +87.7% |
| All | +466.7% | +1,321.0% | -854.3% | +175.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling