+73.2%
SO vs COMP
-47.7%
+120.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.8% |
| 7D | -0.2% | +1.4% | -1.5% | -0.2% |
| 30D | -4.6% | -13.3% | +8.7% | -4.3% |
| 3M | -3.0% | +41.1% | -44.2% | -3.9% |
| 6M | -8.3% | +17.2% | -25.4% | -8.8% |
| YTD | +3.5% | +5.2% | -1.7% | +3.1% |
| 1Y | -0.9% | +18.9% | -19.9% | -1.8% |
| 3Y | +45.4% | +215.9% | -170.6% | +37.5% |
| 5Y | +59.6% | -31.2% | +90.8% | +45.6% |
| All | +73.2% | -47.7% | +120.8% | +59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling