+6,337.0%
SO vs ES
+1,275.7%
+5,061.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.8% | -0.7% |
| 7D | +0.4% | +5.9% | -5.5% | -2.4% |
| 30D | +9.2% | +10.2% | -1.0% | +4.3% |
| 3M | +1.1% | +0.4% | +0.7% | +0.9% |
| 6M | -1.1% | +6.9% | -7.9% | -4.2% |
| YTD | +9.7% | +10.5% | -0.8% | +4.4% |
| 1Y | +5.5% | +3.2% | +2.3% | +3.1% |
| 3Y | +47.0% | +49.0% | -2.0% | +18.6% |
| 5Y | +77.6% | +4.5% | +73.1% | +69.7% |
| 10Y | +181.0% | +92.3% | +88.7% | +113.1% |
| All | +6,337.0% | +1,275.7% | +5,061.3% | +2,430.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling