+238.5%
TER vs SO
+45.7%
+192.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.2% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | -8.3% | -4.6% | -3.7% | -9.7% |
| 3M | -12.2% | -3.0% | -9.2% | -13.1% |
| 6M | +17.1% | -8.3% | +25.3% | +14.1% |
| YTD | +84.7% | +3.5% | +81.1% | +86.1% |
| 1Y | +199.9% | -0.9% | +200.9% | +198.1% |
| All | +238.5% | +45.7% | +192.8% | +255.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling