+286.9%
SO vs PSX
+1,129.4%
-842.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.6% | +0.9% |
| 7D | -1.1% | -8.0% | +6.9% | 0.0% |
| 30D | +8.6% | -9.0% | +17.6% | +9.9% |
| 3M | +1.8% | +24.7% | -23.0% | -1.5% |
| 6M | +3.6% | +49.3% | -45.7% | -2.3% |
| YTD | +9.9% | +100.2% | -90.2% | -0.8% |
| 1Y | +5.7% | +88.8% | -83.1% | -3.9% |
| 3Y | +52.5% | +152.5% | -100.0% | +30.7% |
| 5Y | +77.3% | +283.2% | -205.9% | +39.3% |
| 10Y | +186.8% | +345.8% | -159.0% | +103.9% |
| All | +286.9% | +1,129.4% | -842.5% | +158.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling