+78.7%
SO vs EW
-7.9%
+86.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.1% |
| 7D | +1.4% | +4.9% | -3.6% | +0.9% |
| 30D | +4.7% | +23.9% | -19.2% | +2.6% |
| 3M | +1.7% | +15.8% | -14.1% | +0.3% |
| 6M | +2.2% | +31.7% | -29.5% | -0.5% |
| YTD | +10.0% | +25.7% | -15.7% | +7.5% |
| 1Y | +6.0% | +24.4% | -18.4% | +3.7% |
| 3Y | +54.1% | +65.9% | -11.8% | +42.8% |
| All | +78.7% | -7.9% | +86.7% | +76.2% |
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