+194.9%
SO vs EL
+60.9%
+134.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | +0.1% |
| 7D | -0.1% | +7.6% | -7.7% | -1.1% |
| 30D | +8.7% | +15.7% | -7.0% | +6.5% |
| 3M | +3.4% | +30.5% | -27.2% | -0.6% |
| 6M | +3.7% | +32.5% | -28.8% | -0.8% |
| YTD | +10.0% | +9.4% | +0.6% | +7.1% |
| 1Y | +6.6% | +28.4% | -21.8% | +1.0% |
| 3Y | +52.5% | +4.4% | +48.0% | +44.5% |
| 5Y | +76.1% | -64.5% | +140.6% | +113.0% |
| 10Y | +194.9% | +64.9% | +130.0% | +148.2% |
| All | +194.9% | +60.9% | +134.0% | +148.2% |
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