-0.3%
SO vs PSX
+103.5%
-103.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.4% | -0.7% |
| 7D | 0.0% | +1.8% | -1.8% | 0.0% |
| 30D | -2.5% | +21.6% | -24.1% | -2.8% |
| 3M | -4.2% | +46.5% | -50.6% | -4.9% |
| 6M | -7.7% | +62.0% | -69.7% | -8.3% |
| YTD | +3.8% | +106.3% | -102.5% | +3.7% |
| All | -0.3% | +103.5% | -103.8% | -0.3% |
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