+212.9%
SO vs Z
+25.1%
+187.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.6% |
| 7D | -0.2% | -3.0% | +2.8% | 0.0% |
| 30D | -4.6% | -4.2% | -0.4% | -4.4% |
| 3M | -3.0% | -3.7% | +0.7% | -3.0% |
| 6M | -8.3% | -24.5% | +16.3% | -7.2% |
| YTD | +3.5% | -49.3% | +52.8% | +6.7% |
| 1Y | -0.9% | -58.7% | +57.7% | +3.1% |
| 3Y | +45.4% | -34.1% | +79.5% | +45.3% |
| 5Y | +59.6% | -64.5% | +124.2% | +62.3% |
| 10Y | +156.6% | -0.5% | +157.1% | +129.9% |
| All | +212.9% | +25.1% | +187.8% | +175.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling