+228.9%
SO vs P
+449.6%
-220.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -16.4% | +16.6% | +0.7% |
| 7D | +0.4% | -31.9% | +32.3% | +1.4% |
| 30D | +9.2% | -36.5% | +45.8% | +10.5% |
| 3M | +1.1% | +11.6% | -10.5% | +0.3% |
| 6M | -1.1% | +25.2% | -26.3% | -2.5% |
| YTD | +9.7% | +39.4% | -29.8% | +7.4% |
| 1Y | +5.5% | -3.7% | +9.2% | +4.6% |
| 3Y | +47.0% | +167.3% | -120.2% | +35.0% |
| 5Y | +77.6% | +237.3% | -159.7% | +57.6% |
| 10Y | +181.0% | +698.6% | -517.6% | +128.1% |
| All | +228.9% | +449.6% | -220.8% | +167.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling