+49.5%
SO vs P
+166.1%
-116.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -16.4% | +16.6% | -0.6% |
| 7D | +0.4% | -31.9% | +32.3% | -1.4% |
| 30D | +9.2% | -36.5% | +45.8% | +7.1% |
| 3M | +1.1% | +11.6% | -10.5% | +2.0% |
| 6M | -1.1% | +25.2% | -26.3% | +0.9% |
| YTD | +9.7% | +39.4% | -29.8% | +12.6% |
| 1Y | +5.5% | -3.7% | +9.2% | +6.8% |
| All | +49.5% | +166.1% | -116.6% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 3y: compounded portfolio wealth divided by compounded P 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…
3y analysis · Full analysis span regression · 6 months rolling