+47.4%
TER vs SO
+5.1%
+42.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.6% | -4.7% |
| 7D | +14.4% | +1.4% | +13.0% | +15.2% |
| 30D | -30.6% | +4.7% | -35.3% | -28.5% |
| 3M | -39.2% | +1.7% | -40.9% | -38.0% |
| 6M | -31.3% | +2.2% | -33.4% | -31.0% |
| YTD | +29.1% | +10.0% | +19.1% | +28.1% |
| 1Y | +47.4% | +6.0% | +41.4% | +49.6% |
| All | +47.4% | +5.1% | +42.3% | +49.6% |
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