+77.3%
SO vs PSX
+289.8%
-212.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.6% | +1.1% |
| 7D | -1.1% | -8.0% | +6.9% | -0.6% |
| 30D | +8.6% | -9.0% | +17.6% | +9.2% |
| 3M | +1.8% | +24.7% | -23.0% | +0.2% |
| 6M | +3.6% | +49.3% | -45.7% | +0.7% |
| YTD | +9.9% | +100.2% | -90.2% | +4.6% |
| 1Y | +5.7% | +88.8% | -83.1% | +0.9% |
| 3Y | +52.5% | +152.5% | -100.0% | +40.5% |
| 5Y | +77.3% | +283.2% | -205.9% | +58.9% |
| All | +77.3% | +289.8% | -212.5% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling