+614.9%
SO vs MKTX
+1,445.7%
-830.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.0% | +0.4% | +0.6% | +1.0% |
| 30D | -3.2% | +1.0% | -4.2% | -3.3% |
| 3M | -1.7% | +41.3% | -43.0% | -5.8% |
| 6M | -7.2% | -11.3% | +4.1% | -6.5% |
| YTD | +4.6% | -8.6% | +13.1% | +4.9% |
| 1Y | +1.2% | -11.1% | +12.3% | +1.8% |
| 3Y | +45.3% | -24.5% | +69.8% | +47.1% |
| 5Y | +58.7% | -61.4% | +120.1% | +70.6% |
| 10Y | +155.9% | +6.8% | +149.0% | +145.3% |
| All | +614.9% | +1,445.7% | -830.8% | +388.0% |
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