+155.9%
SO vs EW
+124.3%
+31.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +1.7% |
| 7D | +1.0% | -4.4% | +5.5% | +1.9% |
| 30D | -3.2% | -3.3% | +0.1% | -2.6% |
| 3M | -1.7% | +1.0% | -2.7% | -2.0% |
| 6M | -7.2% | +6.2% | -13.4% | -8.6% |
| YTD | +4.6% | +1.7% | +2.8% | +3.7% |
| 1Y | +1.2% | +8.1% | -6.9% | -1.0% |
| 3Y | +45.3% | +17.1% | +28.2% | +35.2% |
| 5Y | +58.7% | -29.4% | +88.1% | +63.5% |
| 10Y | +155.9% | +121.7% | +34.1% | +110.0% |
| All | +155.9% | +124.3% | +31.5% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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