+155.9%
SO vs SM
+12.3%
+143.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | +0.9% |
| 7D | +1.0% | -0.2% | +1.2% | +1.0% |
| 30D | -3.2% | +31.5% | -34.7% | -3.7% |
| 3M | -1.7% | +17.3% | -19.0% | -2.0% |
| 6M | -7.2% | +48.5% | -55.7% | -8.0% |
| YTD | +4.6% | +106.3% | -101.7% | +3.0% |
| 1Y | +1.2% | +47.3% | -46.1% | +0.3% |
| 3Y | +45.3% | -1.4% | +46.7% | +44.4% |
| 5Y | +58.7% | +114.0% | -55.3% | +54.7% |
| 10Y | +155.9% | +12.5% | +143.4% | +130.9% |
| All | +155.9% | +12.3% | +143.5% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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