+175.2%
SO vs FE
+107.4%
+67.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -0.8% |
| 7D | -1.5% | 0.0% | -1.4% | -1.4% |
| 30D | +8.1% | +5.2% | +2.9% | +5.0% |
| 3M | +0.2% | 0.0% | +0.2% | +0.3% |
| 6M | +0.4% | +5.0% | -4.7% | -2.4% |
| YTD | +8.5% | +7.9% | +0.6% | +3.7% |
| 1Y | +4.9% | +6.3% | -1.4% | +1.2% |
| 3Y | +47.9% | +46.0% | +1.9% | +18.0% |
| 5Y | +75.7% | +45.6% | +30.0% | +40.3% |
| All | +175.2% | +107.4% | +67.8% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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