+57.9%
SO vs TRU
-36.4%
+94.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.7% |
| 7D | 0.0% | -6.5% | +6.5% | +0.5% |
| 30D | -2.5% | -2.5% | 0.0% | -2.3% |
| 3M | -4.2% | +10.4% | -14.5% | -5.0% |
| 6M | -7.7% | +1.6% | -9.3% | -8.0% |
| YTD | +3.8% | -9.7% | +13.5% | +4.2% |
| 1Y | +0.1% | -17.3% | +17.3% | +1.0% |
| 3Y | +44.2% | -1.8% | +46.0% | +40.9% |
| 5Y | +57.9% | -36.2% | +94.1% | +51.6% |
| All | +57.9% | -36.4% | +94.3% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling