+175.2%
SO vs Z
-14.9%
+190.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.4% | -0.9% |
| 7D | -1.5% | -4.6% | +3.1% | -1.3% |
| 30D | +8.1% | +8.3% | -0.2% | +7.5% |
| 3M | +0.2% | -11.6% | +11.8% | +0.6% |
| 6M | +0.4% | -33.6% | +34.0% | +2.1% |
| YTD | +8.5% | -56.7% | +65.2% | +12.6% |
| 1Y | +4.9% | -59.1% | +64.1% | +9.1% |
| 3Y | +47.9% | -20.4% | +68.3% | +45.7% |
| 5Y | +75.7% | -55.3% | +130.9% | +75.7% |
| All | +175.2% | -14.9% | +190.1% | +150.9% |
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