+153.1%
SO vs RSG
+428.9%
-275.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -1.1% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -5.0% | +4.0% | -9.0% | -7.3% |
| 3M | -5.8% | +7.4% | -13.1% | -10.1% |
| 6M | -7.9% | +0.1% | -8.0% | -8.4% |
| YTD | +2.4% | +6.0% | -3.6% | -1.9% |
| 1Y | -2.3% | -3.0% | +0.7% | -1.2% |
| 3Y | +41.9% | +56.5% | -14.6% | +2.6% |
| 5Y | +58.1% | +90.9% | -32.9% | -2.6% |
| All | +153.1% | +428.9% | -275.9% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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