+196.4%
SO vs TRU
+183.1%
+13.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +1.4% | 0.0% | +1.3% | +1.3% |
| 30D | +4.7% | +21.3% | -16.6% | +1.3% |
| 3M | +1.7% | +0.2% | +1.5% | +1.3% |
| 6M | +2.2% | +22.4% | -20.2% | -1.9% |
| YTD | +10.0% | -4.8% | +14.8% | +9.4% |
| 1Y | +6.0% | -0.2% | +6.2% | +4.5% |
| 3Y | +54.1% | +57.9% | -3.8% | +31.0% |
| 5Y | +79.6% | -26.1% | +105.8% | +80.0% |
| All | +196.4% | +183.1% | +13.3% | +150.0% |
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