+77.0%
SO vs IT
-43.2%
+120.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +3.0% | -0.9% |
| 7D | -1.5% | -16.9% | +15.4% | -0.5% |
| 30D | +8.1% | +2.3% | +5.7% | +7.9% |
| 3M | +0.2% | +2.9% | -2.6% | -0.1% |
| 6M | +0.4% | +25.9% | -25.5% | -1.5% |
| YTD | +8.5% | -24.6% | +33.1% | +10.6% |
| 1Y | +4.9% | -16.0% | +21.0% | +5.8% |
| 3Y | +47.9% | -51.6% | +99.5% | +55.6% |
| All | +77.0% | -43.2% | +120.2% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling