+192.9%
SO vs RF
+219.4%
-26.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -0.9% | +0.4% | -1.3% | -1.0% |
| 30D | +4.9% | +5.6% | -0.6% | +4.0% |
| 3M | +0.8% | -8.9% | +9.6% | +2.3% |
| 6M | +0.6% | +7.1% | -6.5% | -0.8% |
| YTD | +8.7% | +8.3% | +0.3% | +6.7% |
| 1Y | +4.0% | +16.8% | -12.9% | +0.6% |
| 3Y | +50.6% | +115.0% | -64.4% | +27.3% |
| 5Y | +77.5% | +46.4% | +31.1% | +58.5% |
| All | +192.9% | +219.4% | -26.6% | +111.0% |
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