+1,579.9%
T vs SO
+6,268.1%
-4,688.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.4% |
| 7D | +1.0% | -1.5% | +2.5% | +1.7% |
| 30D | -10.6% | +8.1% | -18.7% | -13.8% |
| 3M | -7.7% | +0.2% | -8.0% | -7.9% |
| 6M | -13.3% | +0.4% | -13.7% | -13.6% |
| YTD | -8.8% | +8.5% | -17.3% | -12.5% |
| 1Y | -8.4% | +4.9% | -13.3% | -10.8% |
| 3Y | +59.6% | +47.9% | +11.7% | +31.7% |
| 5Y | +52.1% | +75.7% | -23.6% | +14.7% |
| 10Y | +56.9% | +178.0% | -121.1% | -7.6% |
| All | +1,579.9% | +6,268.1% | -4,688.2% | +127.4% |
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