+260.1%
SO vs TRU
+247.4%
+12.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | +7.8% | +24.3% | -16.4% | +4.0% |
| 3M | +2.9% | +2.3% | +0.6% | +2.2% |
| 6M | +2.5% | +17.7% | -15.2% | -0.8% |
| YTD | +10.3% | -3.8% | +14.0% | +9.5% |
| 1Y | +6.4% | -0.3% | +6.7% | +4.9% |
| 3Y | +52.8% | +58.4% | -5.6% | +31.6% |
| 5Y | +78.7% | -24.0% | +102.7% | +76.7% |
| 10Y | +196.3% | +187.9% | +8.3% | +141.3% |
| All | +260.1% | +247.4% | +12.7% | +196.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling