+186.8%
SO vs EW
+236.4%
-49.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +0.8% |
| 7D | -1.1% | +12.3% | -13.4% | -3.3% |
| 30D | +8.6% | +22.9% | -14.3% | +4.3% |
| 3M | +1.8% | +16.7% | -14.9% | -1.4% |
| 6M | +3.6% | +31.0% | -27.3% | -2.0% |
| YTD | +9.9% | +22.8% | -12.9% | +5.0% |
| 1Y | +5.7% | +25.6% | -19.9% | +0.5% |
| 3Y | +52.5% | +62.0% | -9.5% | +32.0% |
| 5Y | +77.3% | -12.8% | +90.1% | +75.4% |
| 10Y | +186.8% | +239.8% | -53.0% | +122.4% |
| All | +186.8% | +236.4% | -49.6% | +122.4% |
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