+175.5%
SO vs FND
+57.9%
+117.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.4% |
| 7D | +1.4% | -6.8% | +8.2% | +2.0% |
| 30D | +4.7% | +8.0% | -3.3% | +3.8% |
| 3M | +1.7% | -18.9% | +20.6% | +3.5% |
| 6M | +2.2% | +4.7% | -2.5% | +1.1% |
| YTD | +10.0% | -21.6% | +31.5% | +11.4% |
| 1Y | +6.0% | -22.0% | +28.1% | +7.4% |
| 3Y | +54.1% | -40.4% | +94.6% | +57.0% |
| 5Y | +79.6% | -63.8% | +143.4% | +89.0% |
| All | +175.5% | +57.9% | +117.6% | +137.6% |
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