+155.9%
SO vs EL
+31.4%
+124.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.3% |
| 7D | +1.0% | +1.7% | -0.7% | +0.8% |
| 30D | -3.2% | +15.5% | -18.7% | -5.3% |
| 3M | -1.7% | +20.6% | -22.3% | -4.5% |
| 6M | -7.2% | +10.5% | -17.7% | -9.2% |
| YTD | +4.6% | -1.9% | +6.4% | +3.4% |
| 1Y | +1.2% | +16.1% | -14.9% | -3.0% |
| 3Y | +45.3% | -30.2% | +75.5% | +48.9% |
| 5Y | +58.7% | -67.4% | +126.1% | +93.2% |
| 10Y | +155.9% | +31.2% | +124.6% | +118.3% |
| All | +155.9% | +31.4% | +124.5% | +118.3% |
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