+4,777.3%
SO vs M
+401.4%
+4,375.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -0.7% |
| 7D | -1.5% | -4.3% | +2.8% | -1.2% |
| 30D | +8.1% | +1.3% | +6.8% | +7.9% |
| 3M | +0.2% | -7.4% | +7.6% | +0.6% |
| 6M | +0.4% | +18.3% | -18.0% | -1.2% |
| YTD | +8.5% | +7.6% | +0.9% | +7.2% |
| 1Y | +4.9% | +17.4% | -12.5% | +2.9% |
| 3Y | +47.9% | +108.4% | -60.5% | +35.7% |
| 5Y | +75.7% | -10.6% | +86.3% | +68.2% |
| 10Y | +178.0% | -3.2% | +181.2% | +139.7% |
| All | +4,777.3% | +401.4% | +4,375.8% | +3,305.9% |
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