+155.0%
SO vs FE
+115.1%
+39.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.4% |
| 7D | -0.2% | +1.9% | -2.1% | -1.3% |
| 30D | -4.6% | -1.2% | -3.4% | -3.9% |
| 3M | -3.0% | +3.5% | -6.5% | -5.0% |
| 6M | -8.3% | -6.1% | -2.2% | -4.9% |
| YTD | +3.5% | +7.6% | -4.1% | -0.9% |
| 1Y | -0.9% | +11.9% | -12.8% | -7.3% |
| 3Y | +45.4% | +48.4% | -3.1% | +14.9% |
| 5Y | +59.6% | +44.8% | +14.8% | +27.6% |
| All | +155.0% | +115.1% | +39.9% | +68.1% |
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