+232.3%
SO vs Z
+10.9%
+221.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | +1.1% |
| 7D | -1.1% | -5.2% | +4.1% | -0.9% |
| 30D | +8.6% | +5.7% | +2.9% | +8.2% |
| 3M | +1.8% | -8.7% | +10.5% | +2.0% |
| 6M | +3.6% | -26.0% | +29.6% | +4.8% |
| YTD | +9.9% | -55.0% | +65.0% | +13.8% |
| 1Y | +5.7% | -58.0% | +63.7% | +9.7% |
| 3Y | +52.5% | -15.2% | +67.7% | +49.8% |
| 5Y | +77.3% | -53.8% | +131.1% | +77.2% |
| 10Y | +186.8% | -14.5% | +201.3% | +158.5% |
| All | +232.3% | +10.9% | +221.4% | +194.1% |
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 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