+43.2%
TER vs SO
+3.3%
+39.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.7% | -6.1% | -7.2% |
| 7D | -19.9% | +1.7% | -21.6% | -19.0% |
| 30D | -43.5% | +11.1% | -54.7% | -40.5% |
| 3M | -37.8% | +0.7% | -38.5% | -36.9% |
| 6M | -25.6% | -1.4% | -24.2% | -24.9% |
| YTD | +29.8% | +9.4% | +20.4% | +29.6% |
| 1Y | +43.2% | +3.7% | +39.4% | +45.0% |
| All | +43.2% | +3.3% | +39.9% | +45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling