+57.9%
SO vs MXL
+34.9%
+22.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.5% | -8.3% | -0.6% |
| 7D | 0.0% | +19.0% | -19.0% | +0.3% |
| 30D | -2.5% | +4.5% | -7.0% | -2.4% |
| 3M | -4.2% | -1.5% | -2.7% | -4.0% |
| 6M | -7.7% | +348.6% | -356.3% | -5.4% |
| YTD | +3.8% | +310.3% | -306.5% | +6.2% |
| 1Y | +0.1% | +344.7% | -344.7% | +2.6% |
| 3Y | +44.2% | +211.2% | -167.0% | +47.8% |
| 5Y | +57.9% | +34.8% | +23.0% | +59.0% |
| All | +57.9% | +34.9% | +22.9% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling