+196.4%
SO vs M
-7.1%
+203.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.1% |
| 7D | +1.4% | +7.0% | -5.7% | +1.0% |
| 30D | +4.7% | +8.9% | -4.2% | +4.2% |
| 3M | +1.7% | +4.5% | -2.8% | +1.4% |
| 6M | +2.2% | +36.2% | -34.0% | +0.2% |
| YTD | +10.0% | +15.1% | -5.2% | +8.7% |
| 1Y | +6.0% | +27.4% | -21.4% | +4.1% |
| 3Y | +54.1% | +160.1% | -106.0% | +42.3% |
| 5Y | +79.6% | -1.6% | +81.2% | +73.5% |
| All | +196.4% | -7.1% | +203.5% | +122.1% |
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 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