+169.7%
SO vs IR
+322.3%
-152.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.3% |
| 7D | -1.5% | +3.7% | -5.1% | -2.0% |
| 30D | +8.1% | +7.4% | +0.6% | +6.9% |
| 3M | +0.2% | -5.9% | +6.1% | +0.9% |
| 6M | +0.4% | +5.6% | -5.2% | -0.7% |
| YTD | +8.5% | +4.8% | +3.7% | +7.0% |
| 1Y | +4.9% | +6.9% | -2.0% | +3.1% |
| 3Y | +47.9% | +27.6% | +20.4% | +38.1% |
| 5Y | +75.7% | +45.8% | +29.9% | +57.9% |
| All | +169.7% | +322.3% | -152.5% | +108.6% |
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