+76.1%
SO vs P
+256.4%
-180.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.1% |
| 7D | -0.1% | -13.3% | +13.2% | -0.5% |
| 30D | +8.7% | -34.0% | +42.7% | +7.6% |
| 3M | +3.4% | +4.1% | -0.7% | +3.6% |
| 6M | +3.7% | +30.5% | -26.8% | +4.9% |
| YTD | +10.0% | +52.2% | -42.1% | +11.8% |
| 1Y | +6.6% | +10.3% | -3.7% | +7.8% |
| 3Y | +52.5% | +180.9% | -128.4% | +54.5% |
| 5Y | +76.1% | +259.7% | -183.7% | +73.7% |
| All | +76.1% | +256.4% | -180.4% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling