+192.9%
SO vs Z
-19.3%
+212.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.3% |
| 7D | -0.9% | -4.9% | +4.0% | -0.7% |
| 30D | +4.9% | +3.0% | +2.0% | +4.7% |
| 3M | +0.8% | -13.4% | +14.2% | +1.3% |
| 6M | +0.6% | -27.3% | +27.9% | +1.8% |
| YTD | +8.7% | -57.8% | +66.4% | +12.8% |
| 1Y | +4.0% | -60.0% | +64.0% | +8.2% |
| 3Y | +50.6% | -21.5% | +72.1% | +48.4% |
| 5Y | +77.5% | -55.0% | +132.5% | +77.3% |
| All | +192.9% | -19.3% | +212.1% | +170.4% |
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