+153.1%
SO vs MKTX
+5.0%
+148.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.1% | -0.2% | -0.8% | -1.0% |
| 30D | -5.0% | +0.7% | -5.7% | -5.1% |
| 3M | -5.8% | +40.8% | -46.6% | -11.3% |
| 6M | -7.9% | -8.0% | +0.1% | -7.1% |
| YTD | +2.4% | -8.7% | +11.2% | +3.4% |
| 1Y | -2.3% | -11.8% | +9.6% | -0.9% |
| 3Y | +41.9% | -24.0% | +65.9% | +44.5% |
| 5Y | +58.1% | -60.3% | +118.4% | +78.7% |
| All | +153.1% | +5.0% | +148.0% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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