+210.4%
SO vs P
+485.4%
-274.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.8% |
| 7D | -0.2% | +6.5% | -6.7% | -0.4% |
| 30D | -4.6% | +18.8% | -23.4% | -5.2% |
| 3M | -3.0% | +26.7% | -29.8% | -4.0% |
| 6M | -8.3% | +62.2% | -70.4% | -10.1% |
| YTD | +3.5% | +48.5% | -45.0% | +1.6% |
| 1Y | -0.9% | +26.4% | -27.3% | -2.5% |
| 3Y | +45.4% | +159.4% | -114.1% | +34.4% |
| 5Y | +59.6% | +275.8% | -216.2% | +41.2% |
| 10Y | +156.6% | +732.0% | -575.4% | +108.5% |
| All | +210.4% | +485.4% | -274.9% | +152.6% |
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