+2,261.7%
SO vs FDS
+9,502.8%
-7,241.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.3% |
| 7D | -0.2% | -1.9% | +1.7% | +0.1% |
| 30D | -4.6% | +9.0% | -13.6% | -5.6% |
| 3M | -3.0% | +18.9% | -21.9% | -5.4% |
| 6M | -8.3% | +35.1% | -43.4% | -12.3% |
| YTD | +3.5% | +5.5% | -2.0% | +1.7% |
| 1Y | -0.9% | -16.8% | +15.9% | 0.0% |
| 3Y | +45.4% | -28.1% | +73.4% | +48.9% |
| 5Y | +59.6% | -17.4% | +77.0% | +60.0% |
| 10Y | +156.6% | +85.4% | +71.2% | +135.0% |
| All | +2,261.7% | +9,502.8% | -7,241.1% | +1,645.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling