+238.1%
SO vs TRU
+238.0%
+0.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.2% | +0.2% |
| 7D | -0.2% | -6.8% | +6.6% | +0.9% |
| 30D | -4.6% | 0.0% | -4.6% | -4.7% |
| 3M | -3.0% | +13.3% | -16.3% | -5.2% |
| 6M | -8.3% | +3.4% | -11.7% | -9.3% |
| YTD | +3.5% | -6.4% | +9.9% | +3.5% |
| 1Y | -0.9% | -9.7% | +8.8% | -0.7% |
| 3Y | +45.4% | +0.1% | +45.2% | +37.7% |
| 5Y | +59.6% | -34.0% | +93.7% | +63.8% |
| 10Y | +156.6% | +147.9% | +8.7% | +112.4% |
| All | +238.1% | +238.0% | +0.1% | +180.5% |
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