+854.9%
SO vs NDAQ
+2,327.9%
-1,473.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.5% |
| 7D | -0.2% | -2.4% | +2.3% | +0.2% |
| 30D | -4.6% | +2.5% | -7.0% | -4.9% |
| 3M | -3.0% | +9.9% | -13.0% | -4.4% |
| 6M | -8.3% | +9.4% | -17.7% | -9.6% |
| YTD | +3.5% | +0.4% | +3.1% | +2.9% |
| 1Y | -0.9% | +4.0% | -5.0% | -2.1% |
| 3Y | +45.4% | +94.4% | -49.0% | +30.8% |
| 5Y | +59.6% | +56.7% | +2.9% | +47.0% |
| 10Y | +156.6% | +375.3% | -218.7% | +106.7% |
| All | +854.9% | +2,327.9% | -1,473.0% | +600.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling