+6.1%
SO vs IT
-17.0%
+23.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.1% |
| 7D | -0.1% | -7.5% | +7.4% | -0.1% |
| 30D | +8.7% | -1.2% | +9.8% | +9.0% |
| 3M | +3.4% | -2.2% | +5.6% | +3.7% |
| 6M | +3.7% | +19.1% | -15.4% | +3.7% |
| YTD | +10.0% | -25.1% | +35.2% | +10.7% |
| All | +6.1% | -17.0% | +23.2% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling