+1,744.2%
TER vs SO
+156.9%
+1,587.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +4.0% |
| 7D | +11.0% | +1.0% | +9.9% | +10.7% |
| 30D | -1.9% | -3.2% | +1.3% | -1.0% |
| 3M | -0.7% | -1.7% | +1.0% | -0.8% |
| 6M | +36.4% | -7.2% | +43.6% | +38.2% |
| YTD | +92.4% | +4.6% | +87.9% | +88.3% |
| 1Y | +213.5% | +1.2% | +212.3% | +208.7% |
| 3Y | +277.2% | +45.3% | +232.0% | +220.3% |
| 5Y | +219.1% | +58.7% | +160.4% | +158.6% |
| 10Y | +1,744.2% | +155.9% | +1,588.4% | +1,303.0% |
| All | +1,744.2% | +156.9% | +1,587.4% | +1,303.0% |
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 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