+59.1%
SO vs EQT
+192.3%
-133.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | -1.1% | -1.2% | 0.0% | -1.1% |
| 30D | -3.7% | +1.1% | -4.8% | -3.8% |
| 3M | -5.9% | +4.8% | -10.7% | -6.3% |
| 6M | -7.3% | -10.6% | +3.2% | -6.8% |
| YTD | +3.1% | +3.4% | -0.3% | +2.7% |
| 1Y | -1.0% | +8.7% | -9.7% | -1.8% |
| 3Y | +43.2% | +35.0% | +8.3% | +38.4% |
| 5Y | +59.1% | +204.2% | -145.1% | +47.2% |
| All | +59.1% | +192.3% | -133.2% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 5y: compounded portfolio wealth divided by compounded EQT 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…
5y analysis · Full analysis span regression · 6 months rolling