+186.8%
SO vs M
+3.7%
+183.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.1% | -6.8% | +0.9% |
| 7D | -1.1% | +2.5% | -3.6% | -1.3% |
| 30D | +8.6% | +10.1% | -1.5% | +8.0% |
| 3M | +1.8% | -0.9% | +2.7% | +1.7% |
| 6M | +3.6% | +30.2% | -26.5% | +1.9% |
| YTD | +9.9% | +16.3% | -6.3% | +8.6% |
| 1Y | +5.7% | +27.0% | -21.3% | +3.8% |
| 3Y | +52.5% | +154.5% | -102.0% | +41.2% |
| 5Y | +77.3% | -1.1% | +78.4% | +71.3% |
| 10Y | +186.8% | +0.5% | +186.3% | +115.5% |
| All | +186.8% | +3.7% | +183.1% | +115.5% |
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