+6,268.1%
SO vs EXC
+2,465.1%
+3,803.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.1% |
| 7D | -1.5% | -1.2% | -0.3% | -0.9% |
| 30D | +8.1% | +10.0% | -1.9% | +3.2% |
| 3M | +0.2% | +1.6% | -1.4% | -0.6% |
| 6M | +0.4% | +3.3% | -2.9% | -1.2% |
| YTD | +8.5% | +7.6% | +0.9% | +4.5% |
| 1Y | +4.9% | +3.5% | +1.5% | +3.0% |
| 3Y | +47.9% | +27.7% | +20.2% | +30.4% |
| 5Y | +75.7% | +41.1% | +34.6% | +47.6% |
| 10Y | +178.0% | +178.2% | -0.2% | +71.3% |
| All | +6,268.1% | +2,465.1% | +3,803.0% | +1,242.7% |
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 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