+78.7%
SO vs Z
-53.4%
+132.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.3% | +1.1% |
| 7D | +1.4% | +0.8% | +0.5% | +1.3% |
| 30D | +4.7% | +5.2% | -0.5% | +4.5% |
| 3M | +1.7% | -17.0% | +18.7% | +2.0% |
| 6M | +2.2% | -22.7% | +24.8% | +2.6% |
| YTD | +10.0% | -56.3% | +66.3% | +12.1% |
| 1Y | +6.0% | -57.7% | +63.7% | +8.1% |
| 3Y | +54.1% | -16.5% | +70.7% | +51.1% |
| All | +78.7% | -53.4% | +132.2% | +71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling