+65.3%
T vs SO
+156.9%
-91.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.8% |
| 7D | -1.5% | +1.0% | -2.6% | -2.0% |
| 30D | +7.6% | -3.2% | +10.8% | +9.2% |
| 3M | +15.3% | -1.7% | +17.0% | +16.2% |
| 6M | -8.5% | -7.2% | -1.3% | -5.3% |
| YTD | +6.8% | +4.6% | +2.2% | +4.2% |
| 1Y | -7.2% | +1.2% | -8.5% | -8.2% |
| 3Y | +108.2% | +45.3% | +63.0% | +73.2% |
| 5Y | +66.1% | +58.7% | +7.3% | +31.3% |
| 10Y | +65.3% | +155.9% | -90.6% | +10.2% |
| All | +65.3% | +156.9% | -91.6% | +10.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling