+157.4%
SO vs IR
+288.5%
-131.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | -0.2% | -2.8% | +2.7% | +0.2% |
| 30D | -4.6% | -15.1% | +10.6% | -2.4% |
| 3M | -3.0% | +6.1% | -9.1% | -4.0% |
| 6M | -8.3% | -16.8% | +8.6% | -6.3% |
| YTD | +3.5% | -3.5% | +7.1% | +3.4% |
| 1Y | -0.9% | -3.5% | +2.6% | -1.2% |
| 3Y | +45.4% | +9.5% | +35.9% | +39.0% |
| 5Y | +59.6% | +45.1% | +14.5% | +43.2% |
| All | +157.4% | +288.5% | -131.1% | +101.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling