+281.2%
SO vs USFR
+28.5%
+252.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -1.5% | +0.1% | -1.6% | -1.4% |
| 30D | +8.1% | +0.4% | +7.7% | +8.2% |
| 3M | +0.2% | +1.1% | -0.8% | +0.5% |
| 6M | +0.4% | +2.1% | -1.7% | +0.8% |
| YTD | +8.5% | +3.4% | +5.1% | +9.3% |
| 1Y | +4.9% | +4.1% | +0.8% | +5.9% |
| 3Y | +47.9% | +14.4% | +33.5% | +52.8% |
| 5Y | +75.7% | +21.3% | +54.3% | +84.0% |
| 10Y | +178.0% | +28.5% | +149.5% | +195.5% |
| All | +281.2% | +28.5% | +252.7% | +303.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling