+186.8%
SO vs EL
+63.1%
+123.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +1.0% |
| 7D | -1.1% | +8.0% | -9.1% | -2.1% |
| 30D | +8.6% | +15.4% | -6.8% | +6.5% |
| 3M | +1.8% | +28.5% | -26.7% | -1.9% |
| 6M | +3.6% | +32.2% | -28.6% | -0.9% |
| YTD | +9.9% | +9.2% | +0.8% | +7.0% |
| 1Y | +5.7% | +30.8% | -25.1% | -0.1% |
| 3Y | +52.5% | +3.7% | +48.8% | +44.7% |
| 5Y | +77.3% | -64.8% | +142.1% | +115.1% |
| 10Y | +186.8% | +60.0% | +126.8% | +139.0% |
| All | +186.8% | +63.1% | +123.7% | +139.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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