+153.1%
SO vs TDY
+479.2%
-326.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.9% |
| 7D | -1.1% | -1.1% | +0.1% | -0.8% |
| 30D | -5.0% | -12.0% | +7.0% | -2.1% |
| 3M | -5.8% | -3.2% | -2.6% | -5.3% |
| 6M | -7.9% | -7.9% | -0.1% | -6.6% |
| YTD | +2.4% | +18.2% | -15.8% | -2.5% |
| 1Y | -2.3% | +6.7% | -8.9% | -4.7% |
| 3Y | +41.9% | +47.5% | -5.7% | +25.4% |
| 5Y | +58.1% | +39.5% | +18.6% | +39.8% |
| All | +153.1% | +479.2% | -326.1% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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