+5,976.4%
SO vs EXC
+2,353.7%
+3,622.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.2% |
| 7D | -0.2% | +0.3% | -0.4% | -0.3% |
| 30D | -4.6% | -3.7% | -0.9% | -2.8% |
| 3M | -3.0% | -1.3% | -1.7% | -2.4% |
| 6M | -8.3% | -9.7% | +1.5% | -3.6% |
| YTD | +3.5% | +2.9% | +0.6% | +1.9% |
| 1Y | -0.9% | +4.4% | -5.3% | -3.2% |
| 3Y | +45.4% | +22.2% | +23.1% | +31.0% |
| 5Y | +59.6% | +46.7% | +12.9% | +31.7% |
| 10Y | +156.6% | +155.3% | +1.3% | +64.4% |
| All | +5,976.4% | +2,353.7% | +3,622.6% | +1,209.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling