+6,337.0%
SO vs RF
+1,429.2%
+4,907.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.4% | +0.4% |
| 7D | +0.4% | -1.6% | +2.0% | +0.5% |
| 30D | +9.2% | +5.0% | +4.2% | +8.7% |
| 3M | +1.1% | -10.0% | +11.1% | +2.1% |
| 6M | -1.1% | +3.3% | -4.4% | -1.4% |
| YTD | +9.7% | +7.9% | +1.7% | +8.6% |
| 1Y | +5.5% | +21.2% | -15.8% | +3.3% |
| 3Y | +47.0% | +105.8% | -58.8% | +35.6% |
| 5Y | +77.6% | +43.7% | +33.9% | +67.9% |
| 10Y | +181.0% | +289.4% | -108.4% | +135.5% |
| All | +6,337.0% | +1,429.2% | +4,907.8% | +4,014.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling