+186.8%
SO vs ES
+82.6%
+104.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.7% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | +8.6% | +5.7% | +2.9% | +4.4% |
| 3M | +1.8% | -2.8% | +4.6% | +3.7% |
| 6M | +3.6% | +7.0% | -3.3% | -1.4% |
| YTD | +9.9% | +6.8% | +3.2% | +4.3% |
| 1Y | +5.7% | -0.5% | +6.2% | +4.4% |
| 3Y | +52.5% | +47.2% | +5.3% | +8.1% |
| 5Y | +77.3% | +2.3% | +75.1% | +66.2% |
| 10Y | +186.8% | +85.6% | +101.1% | +69.1% |
| All | +186.8% | +82.6% | +104.2% | +69.1% |
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