+77.0%
SO vs EW
-14.5%
+91.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.2% |
| 7D | -1.5% | +11.0% | -12.5% | -2.4% |
| 30D | +8.1% | +19.1% | -11.0% | +6.3% |
| 3M | +0.2% | +14.4% | -14.1% | -1.1% |
| 6M | +0.4% | +22.8% | -22.4% | -1.6% |
| YTD | +8.5% | +19.8% | -11.3% | +6.5% |
| 1Y | +4.9% | +23.9% | -19.0% | +2.6% |
| 3Y | +47.9% | +52.2% | -4.3% | +38.4% |
| All | +77.0% | -14.5% | +91.5% | +76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling