-1.0%
SO vs TE
+136.1%
-137.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.7% | +6.1% | -0.8% |
| 7D | -1.1% | +0.9% | -2.0% | -1.1% |
| 30D | -3.7% | -16.3% | +12.5% | -4.0% |
| 3M | -5.9% | -40.8% | +34.9% | -6.4% |
| 6M | -7.3% | -42.6% | +35.3% | -7.7% |
| YTD | +3.1% | -31.4% | +34.5% | +2.8% |
| 1Y | -1.0% | +144.9% | -145.9% | -1.2% |
| All | -1.0% | +136.1% | -137.1% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 1y: compounded portfolio wealth divided by compounded TE 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…
1y analysis · Full analysis span regression · 6 months rolling