+2,933.9%
SO vs IT
+6,105.9%
-3,172.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.4% |
| 7D | -0.2% | -6.0% | +5.9% | +0.3% |
| 30D | -4.6% | 0.0% | -4.6% | -4.7% |
| 3M | -3.0% | +13.1% | -16.1% | -4.5% |
| 6M | -8.3% | +11.7% | -19.9% | -9.8% |
| YTD | +3.5% | -26.1% | +29.6% | +5.0% |
| 1Y | -0.9% | -21.3% | +20.3% | -0.3% |
| 3Y | +45.4% | -46.7% | +92.1% | +50.0% |
| 5Y | +59.6% | -40.5% | +100.1% | +62.0% |
| 10Y | +156.6% | +103.9% | +52.7% | +132.3% |
| All | +2,933.9% | +6,105.9% | -3,172.0% | +2,008.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling