+77.6%
SO vs COMP
-28.0%
+105.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.2% | +8.4% | +0.4% |
| 7D | +0.4% | -1.8% | +2.2% | +0.4% |
| 30D | +9.2% | -0.8% | +10.0% | +9.2% |
| 3M | +1.1% | -28.1% | +29.2% | +1.8% |
| 6M | -1.1% | +27.0% | -28.1% | -2.0% |
| YTD | +9.7% | -12.8% | +22.4% | +9.6% |
| 1Y | +5.5% | +4.9% | +0.6% | +4.7% |
| 3Y | +47.0% | +321.0% | -274.0% | +36.8% |
| 5Y | +77.6% | -25.6% | +103.2% | +67.5% |
| All | +77.6% | -28.0% | +105.6% | +67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling