+4.3%
SO vs GLXY
+12.0%
-7.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.8% |
| 7D | -0.2% | +13.4% | -13.6% | +0.1% |
| 30D | -4.6% | +38.1% | -42.7% | -3.9% |
| 3M | -3.0% | -7.3% | +4.3% | -2.8% |
| 6M | -8.3% | +8.2% | -16.4% | -7.8% |
| YTD | +3.5% | +17.8% | -14.2% | +4.3% |
| 1Y | -0.9% | +14.9% | -15.9% | 0.0% |
| All | +4.3% | +12.0% | -7.8% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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