+1.4%
SO vs Q
+75.8%
-74.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | 0.0% |
| 7D | -0.1% | +4.0% | -4.1% | +0.1% |
| 30D | +8.7% | -2.3% | +11.0% | +8.8% |
| 3M | +3.4% | -7.9% | +11.3% | +3.3% |
| 6M | +3.7% | -16.0% | +19.7% | +3.4% |
| YTD | +10.0% | +51.7% | -41.7% | +9.9% |
| 1Y | +6.6% | +28.3% | -21.7% | +5.4% |
| All | +1.4% | +75.8% | -74.4% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling