+4,830.1%
SO vs M
+425.5%
+4,404.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.1% | +0.7% |
| 7D | +0.4% | -2.1% | +2.5% | +0.5% |
| 30D | +9.2% | +7.7% | +1.5% | +8.6% |
| 3M | +1.1% | -4.4% | +5.4% | +1.3% |
| 6M | -1.1% | +27.5% | -28.6% | -3.2% |
| YTD | +9.7% | +12.8% | -3.1% | +8.0% |
| 1Y | +5.5% | +20.7% | -15.2% | +3.3% |
| 3Y | +47.0% | +111.3% | -64.3% | +34.8% |
| 5Y | +77.6% | -6.3% | +83.9% | +69.4% |
| 10Y | +181.0% | +1.5% | +179.5% | +141.5% |
| All | +4,830.1% | +425.5% | +4,404.5% | +3,330.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling