+83.9%
SO vs COMP
-52.0%
+135.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.2% |
| 7D | +1.4% | 0.0% | +1.4% | +1.3% |
| 30D | +4.7% | +16.6% | -11.8% | +4.3% |
| 3M | +1.7% | -23.5% | +25.2% | +2.2% |
| 6M | +2.2% | +25.7% | -23.6% | +1.4% |
| YTD | +10.0% | -3.4% | +13.4% | +9.6% |
| 1Y | +6.0% | +7.6% | -1.5% | +5.3% |
| 3Y | +54.1% | +423.6% | -369.5% | +43.5% |
| 5Y | +79.6% | -10.6% | +90.2% | +64.9% |
| All | +83.9% | -52.0% | +135.9% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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