+2,956.9%
SPY vs SO
+3,683.5%
-726.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.7% |
| 7D | -2.7% | -1.5% | -1.2% | -2.2% |
| 30D | -5.4% | +8.1% | -13.5% | -8.2% |
| 3M | -4.1% | +0.2% | -4.3% | -4.4% |
| 6M | +0.7% | +0.4% | +0.3% | +0.1% |
| YTD | +8.7% | +8.5% | +0.2% | +4.6% |
| 1Y | +10.9% | +4.9% | +5.9% | +7.9% |
| 3Y | +75.0% | +47.9% | +27.1% | +47.1% |
| 5Y | +67.8% | +75.7% | -7.9% | +30.7% |
| 10Y | +312.9% | +178.0% | +134.9% | +163.0% |
| All | +2,956.9% | +3,683.5% | -726.6% | +803.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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