+183.0%
SO vs NDAQ
+476.9%
-293.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -1.2% |
| 7D | -1.5% | +0.8% | -2.3% | -1.8% |
| 30D | +8.1% | +16.5% | -8.4% | +2.2% |
| 3M | +0.2% | +13.5% | -13.3% | -4.5% |
| 6M | +0.4% | +20.9% | -20.5% | -7.0% |
| YTD | +8.5% | +11.4% | -2.9% | +2.8% |
| 1Y | +4.9% | +25.9% | -21.0% | -5.5% |
| 3Y | +47.9% | +119.9% | -71.9% | +1.6% |
| 5Y | +75.7% | +61.7% | +13.9% | +36.9% |
| All | +183.0% | +476.9% | -293.8% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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