+47.4%
SO vs PL
+454.1%
-406.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.7% |
| 7D | -0.2% | -9.3% | +9.2% | -0.2% |
| 30D | -4.6% | -18.9% | +14.3% | -4.6% |
| 3M | -3.0% | -58.4% | +55.3% | -3.2% |
| 6M | -8.3% | -30.3% | +22.1% | -8.3% |
| YTD | +3.5% | -8.1% | +11.6% | +3.5% |
| 1Y | -0.9% | +180.5% | -181.4% | -1.2% |
| All | +47.4% | +454.1% | -406.8% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling