+153.9%
SO vs TENB
+3.0%
+150.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | -0.2% | -9.1% | +8.9% | +0.4% |
| 30D | -4.6% | -4.9% | +0.3% | -4.4% |
| 3M | -3.0% | +16.9% | -20.0% | -4.4% |
| 6M | -8.3% | +68.0% | -76.2% | -12.0% |
| YTD | +3.5% | +45.6% | -42.0% | +0.1% |
| 1Y | -0.9% | +12.7% | -13.7% | -2.4% |
| 3Y | +45.4% | -24.4% | +69.7% | +46.2% |
| 5Y | +59.6% | -26.7% | +86.3% | +56.3% |
| All | +153.9% | +3.0% | +150.9% | +118.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling