+196.4%
SO vs PSX
+368.0%
-171.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +1.1% |
| 7D | +1.4% | +7.8% | -6.5% | +0.2% |
| 30D | +4.7% | -10.9% | +15.6% | +6.4% |
| 3M | +1.7% | +14.5% | -12.8% | -0.6% |
| 6M | +2.2% | +56.1% | -54.0% | -5.0% |
| YTD | +10.0% | +109.6% | -99.6% | -2.7% |
| 1Y | +6.0% | +95.5% | -89.5% | -5.2% |
| 3Y | +54.1% | +156.2% | -102.1% | +29.1% |
| 5Y | +79.6% | +310.0% | -230.4% | +34.1% |
| All | +196.4% | +368.0% | -171.6% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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