+196.4%
SO vs ES
+98.2%
+98.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.6% |
| 7D | +1.4% | +2.7% | -1.4% | -0.5% |
| 30D | +4.7% | +7.6% | -2.9% | -0.6% |
| 3M | +1.7% | +0.5% | +1.2% | +1.2% |
| 6M | +2.2% | +7.6% | -5.4% | -3.2% |
| YTD | +10.0% | +10.2% | -0.3% | +2.0% |
| 1Y | +6.0% | +1.8% | +4.2% | +3.1% |
| 3Y | +54.1% | +55.4% | -1.3% | +5.0% |
| 5Y | +79.6% | +7.3% | +72.3% | +62.5% |
| All | +196.4% | +98.2% | +98.2% | +68.9% |
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