+186.8%
SO vs RF
+277.2%
-90.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +1.0% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | +8.6% | +7.0% | +1.6% | +7.3% |
| 3M | +1.8% | -7.0% | +8.8% | +3.0% |
| 6M | +3.6% | +6.8% | -3.2% | +2.3% |
| YTD | +9.9% | +9.9% | 0.0% | +7.7% |
| 1Y | +5.7% | +21.1% | -15.4% | +1.7% |
| 3Y | +52.5% | +119.6% | -67.1% | +28.8% |
| 5Y | +77.3% | +46.2% | +31.1% | +58.8% |
| 10Y | +186.8% | +261.5% | -74.7% | +114.1% |
| All | +186.8% | +277.2% | -90.4% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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