+74.9%
SO vs PL
+28.1%
+46.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.4% | -11.4% | -1.1% |
| 7D | -1.5% | -6.8% | +5.4% | -1.4% |
| 30D | +8.1% | -29.3% | +37.4% | +8.2% |
| 3M | +0.2% | -44.8% | +45.0% | +0.4% |
| 6M | +0.4% | -68.4% | +68.8% | +0.8% |
| YTD | +8.5% | -36.4% | +44.9% | +8.3% |
| 1Y | +4.9% | +0.7% | +4.2% | +4.3% |
| 3Y | +47.9% | +455.3% | -407.4% | +41.3% |
| 5Y | +75.7% | +22.7% | +53.0% | +73.7% |
| All | +74.9% | +28.1% | +46.9% | +74.4% |
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