+194.9%
SO vs FE
+110.9%
+84.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -0.1% | -0.5% | +0.4% | +0.2% |
| 30D | +8.7% | +4.3% | +4.4% | +6.1% |
| 3M | +3.4% | +0.4% | +3.0% | +3.2% |
| 6M | +3.7% | +6.9% | -3.2% | -0.2% |
| YTD | +10.0% | +8.0% | +2.0% | +5.1% |
| 1Y | +6.6% | +4.8% | +1.8% | +3.6% |
| 3Y | +52.5% | +49.0% | +3.5% | +20.4% |
| 5Y | +76.1% | +46.2% | +29.8% | +40.3% |
| 10Y | +194.9% | +120.9% | +74.0% | +95.1% |
| All | +194.9% | +110.9% | +84.0% | +95.1% |
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