+154.8%
SO vs TRU
+144.8%
+10.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -1.1% | -9.4% | +8.2% | +0.4% |
| 30D | -3.7% | -4.1% | +0.4% | -3.2% |
| 3M | -5.9% | +13.6% | -19.5% | -8.2% |
| 6M | -7.3% | +3.6% | -10.9% | -8.5% |
| YTD | +3.1% | -9.8% | +12.9% | +3.7% |
| 1Y | -1.0% | -13.6% | +12.6% | +0.1% |
| 3Y | +43.2% | -2.0% | +45.2% | +35.4% |
| 5Y | +59.1% | -35.8% | +94.9% | +65.5% |
| All | +154.8% | +144.8% | +10.0% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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