+1.2%
SO vs IR
-7.1%
+8.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.1% |
| 7D | +1.0% | +0.6% | +0.4% | +1.0% |
| 30D | -3.2% | -13.6% | +10.4% | -2.5% |
| 3M | -1.7% | +3.7% | -5.4% | -1.9% |
| 6M | -7.2% | -13.1% | +5.9% | -6.6% |
| YTD | +4.6% | -5.1% | +9.7% | +5.1% |
| 1Y | +1.2% | -6.5% | +7.7% | +1.7% |
| All | +1.2% | -7.1% | +8.3% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1y: compounded portfolio wealth divided by compounded IR 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…
1y analysis · Full analysis span regression · 6 months rolling