+5,976.4%
SO vs ES
+1,243.3%
+4,733.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.5% |
| 7D | -0.2% | +0.3% | -0.5% | -0.3% |
| 30D | -4.6% | -2.0% | -2.6% | -3.7% |
| 3M | -3.0% | +1.7% | -4.7% | -3.8% |
| 6M | -8.3% | -3.5% | -4.7% | -6.8% |
| YTD | +3.5% | +7.9% | -4.4% | -0.3% |
| 1Y | -0.9% | +17.2% | -18.1% | -9.0% |
| 3Y | +45.4% | +29.3% | +16.0% | +25.3% |
| 5Y | +59.6% | -5.7% | +65.4% | +59.9% |
| 10Y | +156.6% | +85.2% | +71.4% | +98.0% |
| All | +5,976.4% | +1,243.3% | +4,733.1% | +2,316.7% |
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