+153.3%
SO vs NDAQ
+381.5%
-228.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.1% |
| 7D | -0.2% | -2.4% | +2.3% | +0.7% |
| 30D | -4.6% | +2.5% | -7.0% | -5.5% |
| 3M | -3.0% | +9.9% | -13.0% | -6.7% |
| 6M | -8.3% | +9.4% | -17.7% | -12.0% |
| YTD | +3.5% | +0.4% | +3.1% | +2.0% |
| 1Y | -0.9% | +4.0% | -5.0% | -4.1% |
| 3Y | +45.4% | +94.4% | -49.0% | +4.6% |
| 5Y | +59.6% | +56.7% | +2.9% | +23.9% |
| All | +153.3% | +381.5% | -228.1% | +23.5% |
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