+52.5%
SO vs COMP
+423.0%
-370.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.4% | +7.5% | +0.1% |
| 7D | -0.1% | +7.2% | -7.3% | -0.2% |
| 30D | +8.7% | +6.4% | +2.3% | +8.6% |
| 3M | +3.4% | -19.4% | +22.8% | +3.5% |
| 6M | +3.7% | +14.6% | -10.9% | +3.5% |
| YTD | +10.0% | -5.5% | +15.5% | +10.1% |
| 1Y | +6.6% | +13.7% | -7.1% | +6.2% |
| 3Y | +52.5% | +409.7% | -357.2% | +39.2% |
| All | +52.5% | +423.0% | -370.5% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling