-65.3%
TEAM vs SO
+75.0%
-140.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -1.1% | -15.1% | -16.2% |
| 7D | -19.8% | -1.5% | -18.4% | -19.9% |
| 30D | -21.5% | +8.1% | -29.6% | -21.3% |
| 3M | +39.5% | +0.2% | +39.3% | +39.6% |
| 6M | +73.1% | +0.4% | +72.7% | +73.3% |
| YTD | -5.2% | +8.5% | -13.7% | -5.8% |
| 1Y | -1.6% | +4.9% | -6.5% | -1.9% |
| 3Y | -11.4% | +47.9% | -59.4% | -22.7% |
| All | -65.3% | +75.0% | -140.3% | -68.8% |
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