+59.1%
SO vs TTWO
+41.7%
+17.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.4% | -0.8% |
| 7D | -1.1% | +1.3% | -2.5% | -1.2% |
| 30D | -3.7% | -13.4% | +9.6% | -3.1% |
| 3M | -5.9% | +3.1% | -9.0% | -6.2% |
| 6M | -7.3% | +3.8% | -11.1% | -7.7% |
| YTD | +3.1% | -15.3% | +18.4% | +3.9% |
| 1Y | -1.0% | -11.1% | +10.1% | -0.6% |
| 3Y | +43.2% | +52.0% | -8.7% | +37.1% |
| 5Y | +59.1% | +40.9% | +18.2% | +47.1% |
| All | +59.1% | +41.7% | +17.4% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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