+502.0%
SO vs BR
+1,481.8%
-979.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | +1.4% | +1.1% | +0.3% | +1.1% |
| 30D | +4.7% | +14.4% | -9.7% | +1.2% |
| 3M | +1.7% | +12.4% | -10.7% | -1.5% |
| 6M | +2.2% | +35.4% | -33.3% | -6.1% |
| YTD | +10.0% | -12.2% | +22.1% | +12.5% |
| 1Y | +6.0% | -12.7% | +18.8% | +8.7% |
| 3Y | +54.1% | +14.3% | +39.9% | +45.4% |
| 5Y | +79.6% | +19.3% | +60.4% | +65.6% |
| 10Y | +195.5% | +278.1% | -82.6% | +103.4% |
| All | +502.0% | +1,481.8% | -979.9% | +184.2% |
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