+58.7%
SO vs USFR
+20.5%
+38.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.1% |
| 7D | +1.0% | +0.1% | +1.0% | +1.1% |
| 30D | -3.2% | +0.3% | -3.5% | -2.7% |
| 3M | -1.7% | +1.0% | -2.7% | -0.1% |
| 6M | -7.2% | +1.9% | -9.1% | -4.1% |
| YTD | +4.6% | +2.7% | +1.9% | +9.4% |
| 1Y | +1.2% | +4.0% | -2.8% | +8.5% |
| 3Y | +45.3% | +14.0% | +31.2% | +109.2% |
| 5Y | +58.7% | +20.4% | +38.3% | +200.9% |
| All | +58.7% | +20.5% | +38.3% | +200.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling