+175.2%
SO vs CB
+248.0%
-72.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.3% |
| 7D | -1.5% | +0.2% | -1.7% | -1.6% |
| 30D | +8.1% | +9.1% | -1.0% | +4.2% |
| 3M | +0.2% | +3.4% | -3.2% | -1.3% |
| 6M | +0.4% | +14.1% | -13.7% | -5.3% |
| YTD | +8.5% | +18.0% | -9.5% | +0.6% |
| 1Y | +4.9% | +30.1% | -25.2% | -6.7% |
| 3Y | +47.9% | +71.8% | -23.9% | +15.4% |
| 5Y | +75.7% | +101.8% | -26.2% | +25.0% |
| All | +175.2% | +248.0% | -72.8% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling