+45.3%
SO vs PSX
+138.7%
-93.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.9% |
| 7D | +1.0% | +2.8% | -1.8% | +0.9% |
| 30D | -3.2% | +27.8% | -31.0% | -4.0% |
| 3M | -1.7% | +42.0% | -43.7% | -3.0% |
| 6M | -7.2% | +58.1% | -65.3% | -8.8% |
| YTD | +4.6% | +105.0% | -100.5% | +1.8% |
| 1Y | +1.2% | +104.9% | -103.7% | -1.6% |
| 3Y | +45.3% | +134.1% | -88.8% | +35.7% |
| All | +45.3% | +138.7% | -93.4% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling