+3,131.2%
SO vs IT
+6,324.9%
-3,193.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | 0.0% |
| 7D | +0.8% | -6.8% | +7.6% | +1.4% |
| 30D | +7.8% | -0.6% | +8.4% | +7.7% |
| 3M | +2.9% | +3.1% | -0.1% | +2.3% |
| 6M | +2.5% | +25.5% | -23.0% | -0.4% |
| YTD | +10.3% | -23.5% | +33.8% | +11.2% |
| 1Y | +6.4% | -16.6% | +23.0% | +6.5% |
| 3Y | +52.8% | -53.1% | +105.9% | +59.3% |
| 5Y | +78.7% | -41.4% | +120.1% | +81.3% |
| 10Y | +196.3% | +90.9% | +105.3% | +168.7% |
| All | +3,131.2% | +6,324.9% | -3,193.8% | +2,132.9% |
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