+159.4%
SO vs FND
+66.0%
+93.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.5% | -0.9% |
| 7D | -0.2% | -5.2% | +5.1% | +0.3% |
| 30D | -4.6% | -19.9% | +15.3% | -2.6% |
| 3M | -3.0% | +2.7% | -5.8% | -3.6% |
| 6M | -8.3% | -21.7% | +13.4% | -6.6% |
| YTD | +3.5% | -17.5% | +21.0% | +4.5% |
| 1Y | -0.9% | -39.3% | +38.4% | +2.9% |
| 3Y | +45.4% | -49.8% | +95.1% | +51.2% |
| 5Y | +59.6% | -60.1% | +119.7% | +66.1% |
| All | +159.4% | +66.0% | +93.3% | +123.0% |
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