+194.9%
SO vs FDS
+127.5%
+67.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -0.1% | -2.0% | +1.9% | +0.3% |
| 30D | +8.7% | +13.5% | -4.8% | +5.4% |
| 3M | +3.4% | +15.2% | -11.8% | -0.6% |
| 6M | +3.7% | +47.0% | -43.3% | -7.3% |
| YTD | +10.0% | +13.9% | -3.9% | +4.5% |
| 1Y | +6.6% | +25.2% | -18.6% | -2.1% |
| 3Y | +52.5% | -25.3% | +77.8% | +62.7% |
| 5Y | +76.1% | -23.3% | +99.4% | +82.8% |
| 10Y | +194.9% | +126.0% | +68.9% | +127.0% |
| All | +194.9% | +127.5% | +67.4% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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