+162.0%
SO vs USFR
+28.0%
+134.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | 0.0% | +0.1% | 0.0% | +0.1% |
| 30D | -2.5% | +0.3% | -2.8% | -2.3% |
| 3M | -4.2% | +1.0% | -5.2% | -3.4% |
| 6M | -7.7% | +1.9% | -9.6% | -6.2% |
| YTD | +3.8% | +2.7% | +1.1% | +6.0% |
| 1Y | +0.1% | +4.0% | -3.9% | +3.2% |
| 3Y | +44.2% | +14.0% | +30.2% | +62.7% |
| 5Y | +57.9% | +20.4% | +37.5% | +87.4% |
| 10Y | +162.0% | +28.0% | +134.0% | +246.6% |
| All | +162.0% | +28.0% | +134.0% | +246.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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