+160.0%
SO vs FND
+57.3%
+102.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | 0.0% | -0.8% | +0.8% | +0.1% |
| 30D | -2.5% | -19.6% | +17.1% | -0.5% |
| 3M | -4.2% | -4.3% | +0.2% | -4.1% |
| 6M | -7.7% | -20.4% | +12.8% | -6.2% |
| YTD | +3.8% | -21.9% | +25.7% | +5.3% |
| 1Y | +0.1% | -45.2% | +45.2% | +5.0% |
| 3Y | +44.2% | -49.2% | +93.4% | +49.7% |
| 5Y | +57.9% | -61.8% | +119.7% | +64.9% |
| All | +160.0% | +57.3% | +102.7% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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