+1,006.2%
TER vs SO
+188.2%
+818.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -8.9% | -0.1% | -8.8% | -8.8% |
| 30D | -39.1% | +8.7% | -47.7% | -40.4% |
| 3M | -32.8% | +3.4% | -36.1% | -33.5% |
| 6M | -31.7% | +3.7% | -35.4% | -33.0% |
| YTD | +26.9% | +10.0% | +16.9% | +22.4% |
| 1Y | +33.6% | +6.6% | +27.0% | +29.9% |
| 3Y | +181.5% | +52.5% | +129.0% | +136.2% |
| 5Y | +76.1% | +76.1% | +0.1% | +37.8% |
| 10Y | +1,006.2% | +194.9% | +811.3% | +716.5% |
| All | +1,006.2% | +188.2% | +818.0% | +716.5% |
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