+153.1%
SO vs GNRC
+448.8%
-295.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -0.9% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -5.0% | -15.7% | +10.7% | -3.5% |
| 3M | -5.8% | -27.3% | +21.6% | -3.3% |
| 6M | -7.9% | -12.1% | +4.1% | -7.8% |
| YTD | +2.4% | +37.1% | -34.7% | -2.6% |
| 1Y | -2.3% | -0.5% | -1.8% | -4.1% |
| 3Y | +41.9% | +61.5% | -19.6% | +28.5% |
| 5Y | +58.1% | -58.6% | +116.6% | +67.6% |
| All | +153.1% | +448.8% | -295.8% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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