+76.6%
SO vs S
-56.8%
+133.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -0.2% | -7.7% | +7.5% | -0.2% |
| 30D | -4.6% | -5.3% | +0.8% | -4.6% |
| 3M | -3.0% | +20.3% | -23.3% | -3.0% |
| 6M | -8.3% | +47.4% | -55.6% | -8.2% |
| YTD | +3.5% | +32.5% | -29.0% | +3.6% |
| 1Y | -0.9% | +9.5% | -10.5% | -0.8% |
| 3Y | +45.4% | +15.5% | +29.8% | +44.7% |
| 5Y | +59.6% | -71.2% | +130.8% | +55.0% |
| All | +76.6% | -56.8% | +133.4% | +76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling