+651.8%
SO vs MKTX
+1,471.0%
-819.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +1.4% | +0.2% | +1.1% | +1.3% |
| 30D | +4.7% | +0.9% | +3.8% | +4.6% |
| 3M | +1.7% | +2.6% | -0.9% | +1.4% |
| 6M | +2.2% | +20.4% | -18.3% | -0.4% |
| YTD | +10.0% | -7.1% | +17.0% | +10.1% |
| 1Y | +6.0% | -2.8% | +8.8% | +5.7% |
| 3Y | +54.1% | -21.7% | +75.9% | +55.7% |
| 5Y | +79.6% | -54.5% | +134.1% | +89.7% |
| 10Y | +195.5% | +13.0% | +182.5% | +181.9% |
| All | +651.8% | +1,471.0% | -819.2% | +412.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling