+196.4%
SO vs IT
+90.0%
+106.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | +1.4% | +1.1% | +0.3% | +1.2% |
| 30D | +4.7% | -1.8% | +6.6% | +4.7% |
| 3M | +1.7% | +4.8% | -3.1% | +0.5% |
| 6M | +2.2% | +33.0% | -30.9% | -3.6% |
| YTD | +10.0% | -23.8% | +33.8% | +12.9% |
| 1Y | +6.0% | -16.5% | +22.6% | +6.9% |
| 3Y | +54.1% | -53.6% | +107.8% | +70.0% |
| 5Y | +79.6% | -42.1% | +121.8% | +84.7% |
| All | +196.4% | +90.0% | +106.5% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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