+154.5%
SO vs M
-1.9%
+156.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.9% |
| 7D | -0.2% | +4.7% | -4.9% | -0.4% |
| 30D | -4.6% | -9.6% | +5.1% | -4.1% |
| 3M | -3.0% | +0.9% | -3.9% | -3.2% |
| 6M | -8.3% | +22.3% | -30.5% | -9.4% |
| YTD | +3.5% | +6.5% | -3.0% | +2.8% |
| 1Y | -0.9% | +38.8% | -39.7% | -3.2% |
| 3Y | +45.4% | +115.9% | -70.6% | +35.9% |
| 5Y | +59.6% | +28.6% | +31.0% | +50.0% |
| All | +154.5% | -1.9% | +156.4% | +91.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling