+2,455.5%
SO vs EL
+1,685.7%
+769.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -1.1% |
| 7D | -0.2% | +0.8% | -1.0% | -0.3% |
| 30D | -4.6% | +19.8% | -24.4% | -7.0% |
| 3M | -3.0% | +25.7% | -28.7% | -6.2% |
| 6M | -8.3% | +5.4% | -13.7% | -9.6% |
| YTD | +3.5% | +0.2% | +3.3% | +2.1% |
| 1Y | -0.9% | +20.4% | -21.4% | -5.1% |
| 3Y | +45.4% | -32.1% | +77.5% | +46.6% |
| 5Y | +59.6% | -67.2% | +126.8% | +76.8% |
| 10Y | +156.6% | +31.7% | +124.9% | +131.1% |
| All | +2,455.5% | +1,685.7% | +769.7% | +1,613.2% |
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 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