+156.5%
SO vs MDY
+177.6%
-21.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.3% |
| 7D | 0.0% | -0.8% | +0.8% | +0.3% |
| 30D | -2.5% | -3.9% | +1.4% | -0.9% |
| 3M | -4.2% | 0.0% | -4.1% | -4.3% |
| 6M | -7.7% | +8.5% | -16.2% | -11.1% |
| YTD | +3.8% | +13.2% | -9.4% | -2.1% |
| 1Y | +0.1% | +15.0% | -15.0% | -6.5% |
| 3Y | +44.2% | +49.6% | -5.4% | +16.6% |
| 5Y | +57.9% | +46.0% | +11.9% | +26.6% |
| All | +156.5% | +177.6% | -21.1% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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