+2,375.1%
SO vs FDS
+10,327.4%
-7,952.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | -0.6% |
| 7D | -1.5% | -0.5% | -1.0% | -1.4% |
| 30D | +8.1% | +20.2% | -12.1% | +5.7% |
| 3M | +0.2% | +19.9% | -19.6% | -2.2% |
| 6M | +0.4% | +56.2% | -55.8% | -5.6% |
| YTD | +8.5% | +14.6% | -6.1% | +5.4% |
| 1Y | +4.9% | +31.6% | -26.7% | 0.0% |
| 3Y | +47.9% | -23.8% | +71.7% | +50.2% |
| 5Y | +75.7% | -22.6% | +98.2% | +77.2% |
| 10Y | +178.0% | +139.3% | +38.7% | +148.0% |
| All | +2,375.1% | +10,327.4% | -7,952.3% | +1,707.7% |
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