+83.0%
SO vs COMP
-52.8%
+135.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.7% | -8.4% | -0.8% |
| 7D | +1.7% | +9.5% | -7.7% | +1.5% |
| 30D | +11.1% | +8.1% | +3.1% | +10.9% |
| 3M | +0.7% | -16.3% | +17.0% | +1.0% |
| 6M | -1.4% | +42.2% | -43.6% | -2.5% |
| YTD | +9.4% | -5.0% | +14.4% | +9.1% |
| 1Y | +3.7% | +20.1% | -16.4% | +2.7% |
| 3Y | +46.7% | +358.4% | -311.8% | +37.2% |
| 5Y | +78.9% | -21.9% | +100.8% | +63.9% |
| All | +83.0% | -52.8% | +135.8% | +69.2% |
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 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