+76.1%
SO vs PL
+36.0%
+40.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | -0.1% | +5.6% | -5.7% | -0.1% |
| 30D | +8.7% | -16.9% | +25.6% | +8.7% |
| 3M | +3.4% | -38.2% | +41.6% | +3.5% |
| 6M | +3.7% | -63.4% | +67.2% | +4.1% |
| YTD | +10.0% | -27.6% | +37.7% | +9.8% |
| 1Y | +6.6% | +6.6% | 0.0% | +6.0% |
| 3Y | +52.5% | +557.6% | -505.1% | +45.4% |
| 5Y | +76.1% | +39.5% | +36.6% | +71.8% |
| All | +76.1% | +36.0% | +40.0% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling