+76.8%
SO vs PL
+16.0%
+60.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -10.1% | +10.4% | +0.3% |
| 7D | +0.4% | -20.5% | +20.9% | +0.4% |
| 30D | +9.2% | -38.8% | +48.0% | +9.4% |
| 3M | +1.1% | -49.1% | +50.2% | +1.2% |
| 6M | -1.1% | -69.4% | +68.3% | -0.7% |
| YTD | +9.7% | -42.3% | +52.0% | +9.5% |
| 1Y | +5.5% | -14.2% | +19.7% | +4.9% |
| 3Y | +47.0% | +398.7% | -351.6% | +40.5% |
| 5Y | +77.6% | +11.1% | +66.4% | +75.6% |
| All | +76.8% | +16.0% | +60.8% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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