+6.1%
SO vs PSX
+84.9%
-78.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | -0.1% | -7.8% | +7.7% | +0.1% |
| 30D | +8.7% | -9.9% | +18.6% | +9.0% |
| 3M | +3.4% | +16.9% | -13.6% | +2.9% |
| 6M | +3.7% | +48.0% | -44.3% | +2.2% |
| YTD | +10.0% | +98.3% | -88.3% | +8.5% |
| All | +6.1% | +84.9% | -78.8% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling