+59.1%
SO vs MKTX
-60.6%
+119.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.1% | -0.2% | -1.0% | -1.1% |
| 30D | -3.7% | +0.8% | -4.6% | -3.8% |
| 3M | -5.9% | +41.1% | -47.0% | -8.9% |
| 6M | -7.3% | -9.5% | +2.2% | -6.3% |
| YTD | +3.1% | -8.7% | +11.8% | +4.1% |
| 1Y | -1.0% | -10.0% | +9.0% | 0.0% |
| 3Y | +43.2% | -24.6% | +67.9% | +45.5% |
| 5Y | +59.1% | -60.3% | +119.4% | +58.7% |
| All | +59.1% | -60.6% | +119.7% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling