+153.1%
SO vs MXL
+313.4%
-160.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.5% | -8.2% | -0.8% |
| 7D | -1.1% | +18.9% | -19.9% | -1.5% |
| 30D | -5.0% | +0.3% | -5.3% | -5.1% |
| 3M | -5.8% | -8.0% | +2.3% | -6.2% |
| 6M | -7.9% | +341.2% | -349.2% | -14.4% |
| YTD | +2.4% | +327.8% | -325.4% | -4.8% |
| 1Y | -2.3% | +364.9% | -367.2% | -9.8% |
| 3Y | +41.9% | +229.2% | -187.3% | +29.1% |
| 5Y | +58.1% | +42.8% | +15.3% | +49.2% |
| All | +153.1% | +313.4% | -160.3% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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