+57.9%
SO vs IT
-45.7%
+103.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.6% |
| 7D | 0.0% | -9.1% | +9.2% | +0.5% |
| 30D | -2.5% | -12.2% | +9.7% | -1.9% |
| 3M | -4.2% | +7.8% | -12.0% | -5.0% |
| 6M | -7.7% | +2.0% | -9.6% | -8.3% |
| YTD | +3.8% | -32.7% | +36.5% | +6.5% |
| 1Y | +0.1% | -31.1% | +31.2% | +2.2% |
| 3Y | +44.2% | -52.1% | +96.3% | +50.2% |
| 5Y | +57.9% | -46.3% | +104.1% | +59.4% |
| All | +57.9% | -45.7% | +103.6% | +59.4% |
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