+2,053.7%
SO vs EW
+6,974.1%
-4,920.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -0.2% | -0.3% | +0.2% | -0.1% |
| 30D | -4.6% | +1.0% | -5.6% | -4.7% |
| 3M | -3.0% | +2.8% | -5.8% | -3.5% |
| 6M | -8.3% | +5.5% | -13.7% | -9.1% |
| YTD | +3.5% | +5.5% | -1.9% | +2.4% |
| 1Y | -0.9% | +11.0% | -12.0% | -2.8% |
| 3Y | +45.4% | +17.7% | +27.6% | +38.8% |
| 5Y | +59.6% | -25.7% | +85.4% | +60.5% |
| 10Y | +156.6% | +132.8% | +23.8% | +120.0% |
| All | +2,053.7% | +6,974.1% | -4,920.4% | +1,132.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling