+186.8%
SO vs EXC
+176.1%
+10.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.3% | +1.3% |
| 7D | -1.1% | -1.7% | +0.6% | +0.1% |
| 30D | +8.6% | +9.3% | -0.7% | +1.9% |
| 3M | +1.8% | +1.0% | +0.7% | +1.0% |
| 6M | +3.6% | +5.9% | -2.3% | -0.6% |
| YTD | +9.9% | +7.6% | +2.3% | +3.8% |
| 1Y | +5.7% | +2.4% | +3.3% | +3.3% |
| 3Y | +52.5% | +30.2% | +22.2% | +24.1% |
| 5Y | +77.3% | +41.4% | +36.0% | +34.4% |
| 10Y | +186.8% | +183.8% | +3.0% | +37.7% |
| All | +186.8% | +176.1% | +10.7% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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