+58.8%
T vs SO
+188.2%
-129.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | +2.6% | -0.1% | +2.7% | +2.6% |
| 30D | -1.1% | +8.7% | -9.8% | -4.8% |
| 3M | -7.7% | +3.4% | -11.1% | -9.2% |
| 6M | -10.6% | +3.7% | -14.3% | -12.2% |
| YTD | -7.5% | +10.0% | -17.5% | -11.8% |
| 1Y | -7.4% | +6.6% | -14.0% | -10.5% |
| 3Y | +63.1% | +52.5% | +10.6% | +32.7% |
| 5Y | +55.2% | +76.1% | -20.9% | +17.0% |
| 10Y | +58.8% | +194.9% | -136.1% | -1.3% |
| All | +58.8% | +188.2% | -129.4% | -1.3% |
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