+154.6%
SO vs TENB
+1.3%
+153.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | 0.0% | -1.7% | +1.7% | +0.1% |
| 30D | -2.5% | -8.3% | +5.8% | -2.1% |
| 3M | -4.2% | +26.2% | -30.3% | -6.0% |
| 6M | -7.7% | +60.2% | -67.8% | -11.2% |
| YTD | +3.8% | +43.1% | -39.3% | +0.5% |
| 1Y | +0.1% | +9.4% | -9.3% | -1.2% |
| 3Y | +44.2% | -23.9% | +68.1% | +44.9% |
| 5Y | +57.9% | -28.2% | +86.1% | +54.8% |
| All | +154.6% | +1.3% | +153.3% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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