-50.3%
TEAM vs SO
+58.2%
-108.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.6% |
| 7D | -0.4% | -0.2% | -0.3% | -0.4% |
| 30D | +67.3% | -4.6% | +71.9% | +67.1% |
| 3M | +86.8% | -3.0% | +89.8% | +86.6% |
| 6M | +146.8% | -8.3% | +155.1% | +147.2% |
| YTD | +16.9% | +3.5% | +13.4% | +16.0% |
| 1Y | +12.8% | -0.9% | +13.7% | +12.4% |
| 3Y | -7.3% | +45.4% | -52.6% | -19.3% |
| All | -50.3% | +58.2% | -108.5% | -54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling