+175.4%
SO vs FND
+76.3%
+99.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.7% | +0.9% |
| 7D | -1.1% | +8.5% | -9.6% | -2.0% |
| 30D | +8.6% | +17.2% | -8.6% | +6.8% |
| 3M | +1.8% | -14.9% | +16.7% | +3.1% |
| 6M | +3.6% | +3.1% | +0.5% | +2.7% |
| YTD | +9.9% | -12.4% | +22.4% | +10.2% |
| 1Y | +5.7% | -10.0% | +15.7% | +5.5% |
| 3Y | +52.5% | -31.3% | +83.8% | +53.1% |
| 5Y | +77.3% | -60.3% | +137.6% | +85.0% |
| All | +175.4% | +76.3% | +99.1% | +135.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling