+2,578.2%
SO vs EL
+1,792.3%
+785.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.4% |
| 7D | -1.5% | +0.8% | -2.2% | -1.6% |
| 30D | +8.1% | +16.5% | -8.5% | +5.9% |
| 3M | +0.2% | +29.2% | -29.0% | -3.4% |
| 6M | +0.4% | +27.9% | -27.5% | -3.4% |
| YTD | +8.5% | +6.2% | +2.3% | +6.0% |
| 1Y | +4.9% | +27.2% | -22.2% | -0.1% |
| 3Y | +47.9% | +3.2% | +44.7% | +40.5% |
| 5Y | +75.7% | -66.0% | +141.7% | +93.7% |
| 10Y | +178.0% | +58.3% | +119.6% | +144.3% |
| All | +2,578.2% | +1,792.3% | +785.8% | +1,679.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling