+194.9%
SO vs ES
+87.3%
+107.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -0.1% | +0.9% | -1.0% | -0.8% |
| 30D | +8.7% | +5.9% | +2.8% | +4.3% |
| 3M | +3.4% | -1.0% | +4.4% | +4.0% |
| 6M | +3.7% | +7.2% | -3.5% | -1.4% |
| YTD | +10.0% | +7.0% | +3.1% | +4.3% |
| 1Y | +6.6% | +0.5% | +6.1% | +4.5% |
| 3Y | +52.5% | +48.7% | +3.8% | +7.3% |
| 5Y | +76.1% | +1.9% | +74.1% | +65.5% |
| 10Y | +194.9% | +89.2% | +105.7% | +73.3% |
| All | +194.9% | +87.3% | +107.6% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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