+1,066.7%
TER vs SO
+198.0%
+868.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.2% | +8.1% | +8.3% |
| 7D | +5.9% | +0.8% | +5.1% | +5.7% |
| 30D | -30.8% | +7.8% | -38.6% | -32.2% |
| 3M | -29.9% | +2.9% | -32.9% | -30.6% |
| 6M | -27.5% | +2.5% | -29.9% | -28.5% |
| YTD | +37.5% | +10.3% | +27.2% | +32.5% |
| 1Y | +50.3% | +6.4% | +43.9% | +46.2% |
| 3Y | +204.9% | +52.8% | +152.1% | +155.7% |
| 5Y | +89.2% | +78.7% | +10.5% | +47.2% |
| All | +1,066.7% | +198.0% | +868.7% | +758.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling