+85.3%
SO vs S
-51.5%
+136.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.3% | +4.8% | -1.5% |
| 7D | -0.9% | +4.1% | -5.0% | -0.9% |
| 30D | +4.9% | -7.2% | +12.1% | +4.9% |
| 3M | +0.8% | 0.0% | +0.8% | +0.8% |
| 6M | +0.6% | +41.6% | -41.0% | +0.7% |
| YTD | +8.7% | +48.6% | -39.9% | +8.8% |
| 1Y | +4.0% | +30.0% | -26.1% | +4.1% |
| 3Y | +50.6% | +42.2% | +8.4% | +49.9% |
| 5Y | +77.5% | -70.8% | +148.3% | +72.6% |
| All | +85.3% | -51.5% | +136.9% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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