+194.9%
SO vs Z
-19.5%
+214.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +0.4% |
| 7D | -0.1% | -6.5% | +6.3% | +0.2% |
| 30D | +8.7% | -0.1% | +8.8% | +8.6% |
| 3M | +3.4% | -14.1% | +17.5% | +3.9% |
| 6M | +3.7% | -30.1% | +33.8% | +5.2% |
| YTD | +10.0% | -57.5% | +67.6% | +14.2% |
| 1Y | +6.6% | -60.3% | +66.9% | +11.0% |
| 3Y | +52.5% | -21.0% | +73.5% | +50.2% |
| 5Y | +76.1% | -54.9% | +131.0% | +75.9% |
| 10Y | +194.9% | -16.0% | +210.9% | +172.1% |
| All | +194.9% | -19.5% | +214.4% | +172.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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