+413.8%
SO vs LYB
+634.9%
-221.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.8% |
| 7D | +1.0% | -0.9% | +1.9% | +1.1% |
| 30D | -3.2% | +9.5% | -12.7% | -4.6% |
| 3M | -1.7% | +1.3% | -3.0% | -2.1% |
| 6M | -7.2% | -1.7% | -5.4% | -7.7% |
| YTD | +4.6% | +54.1% | -49.6% | -3.2% |
| 1Y | +1.2% | +25.7% | -24.5% | -3.7% |
| 3Y | +45.3% | -20.9% | +66.2% | +47.0% |
| 5Y | +58.7% | -1.5% | +60.3% | +53.1% |
| 10Y | +155.9% | +45.0% | +110.9% | +114.8% |
| All | +413.8% | +634.9% | -221.1% | +243.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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