+194.9%
SO vs CI
+147.8%
+47.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.5% | -0.5% |
| 7D | -0.1% | +2.6% | -2.7% | -0.7% |
| 30D | +8.7% | +7.3% | +1.4% | +6.9% |
| 3M | +3.4% | +9.5% | -6.1% | +1.1% |
| 6M | +3.7% | +6.4% | -2.7% | +1.9% |
| YTD | +10.0% | +12.0% | -2.0% | +6.5% |
| 1Y | +6.6% | +20.1% | -13.5% | +1.4% |
| 3Y | +52.5% | +9.6% | +42.9% | +44.4% |
| 5Y | +76.1% | +52.7% | +23.3% | +49.8% |
| 10Y | +194.9% | +150.3% | +44.6% | +124.7% |
| All | +194.9% | +147.8% | +47.0% | +124.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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