+196.4%
SO vs MXL
+161.9%
+34.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.4% | +6.6% | +1.3% |
| 7D | +1.4% | +13.4% | -12.1% | +1.1% |
| 30D | +4.7% | -29.2% | +33.9% | +5.2% |
| 3M | +1.7% | -27.2% | +28.9% | +1.9% |
| 6M | +2.2% | -36.4% | +38.6% | +2.0% |
| YTD | +10.0% | +220.0% | -210.1% | +2.4% |
| 1Y | +6.0% | +304.8% | -298.7% | -2.3% |
| 3Y | +54.1% | +238.5% | -184.4% | +37.4% |
| 5Y | +79.6% | -18.8% | +98.4% | +76.2% |
| All | +196.4% | +161.9% | +34.5% | +113.9% |
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