+175.2%
SO vs M
-4.2%
+179.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -0.8% |
| 7D | -1.5% | -4.3% | +2.8% | -1.3% |
| 30D | +8.1% | +1.3% | +6.8% | +8.0% |
| 3M | +0.2% | -7.4% | +7.6% | +0.5% |
| 6M | +0.4% | +18.3% | -18.0% | -0.8% |
| YTD | +8.5% | +7.6% | +0.9% | +7.6% |
| 1Y | +4.9% | +17.4% | -12.5% | +3.5% |
| 3Y | +47.9% | +108.4% | -60.5% | +38.6% |
| 5Y | +75.7% | -10.6% | +86.3% | +70.8% |
| All | +175.2% | -4.2% | +179.4% | +108.4% |
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