+54.1%
SO vs IR
+25.2%
+28.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | +1.4% | +2.5% | -1.2% | +1.3% |
| 30D | +4.7% | +9.2% | -4.5% | +4.6% |
| 3M | +1.7% | +0.9% | +0.7% | +1.7% |
| 6M | +2.2% | +19.2% | -17.1% | +1.9% |
| YTD | +10.0% | +7.5% | +2.5% | +10.0% |
| 1Y | +6.0% | +11.7% | -5.7% | +6.1% |
| 3Y | +54.1% | +23.9% | +30.2% | +57.7% |
| All | +54.1% | +25.2% | +28.9% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling