+192.9%
SO vs PH
+700.5%
-507.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -1.2% |
| 7D | -0.9% | +7.4% | -8.3% | -2.3% |
| 30D | +4.9% | +0.5% | +4.5% | +4.6% |
| 3M | +0.8% | -10.2% | +11.0% | +2.7% |
| 6M | +0.6% | +8.9% | -8.3% | -1.7% |
| YTD | +8.7% | +9.7% | -1.0% | +5.6% |
| 1Y | +4.0% | +12.8% | -8.9% | +0.4% |
| 3Y | +50.6% | +134.6% | -84.0% | +18.8% |
| 5Y | +77.5% | +204.5% | -127.0% | +27.3% |
| All | +192.9% | +700.5% | -507.6% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling