+631.8%
TEAM vs SO
+219.6%
+412.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -1.1% | -15.1% | -16.1% |
| 7D | -19.8% | -1.5% | -18.4% | -19.7% |
| 30D | -21.5% | +8.1% | -29.6% | -22.1% |
| 3M | +39.5% | +0.2% | +39.3% | +39.4% |
| 6M | +73.1% | +0.4% | +72.7% | +72.7% |
| YTD | -5.2% | +8.5% | -13.7% | -6.7% |
| 1Y | -1.6% | +4.9% | -6.5% | -2.6% |
| 3Y | -11.4% | +47.9% | -59.4% | -19.3% |
| 5Y | -65.1% | +75.7% | -140.8% | -69.2% |
| 10Y | +471.3% | +178.0% | +293.3% | +411.1% |
| All | +631.8% | +219.6% | +412.2% | +932.1% |
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