+3.7%
SO vs M
+36.6%
-32.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.6% | -8.3% | -0.5% |
| 7D | +1.7% | +8.3% | -6.5% | +2.0% |
| 30D | +11.1% | +14.2% | -3.0% | +11.6% |
| 3M | +0.7% | -1.1% | +1.8% | +0.5% |
| 6M | -1.4% | +36.6% | -38.0% | +0.7% |
| YTD | +9.4% | +19.8% | -10.4% | +11.2% |
| 1Y | +3.7% | +37.2% | -33.4% | +5.1% |
| All | +3.7% | +36.6% | -32.8% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling