+71.7%
TER vs SO
+79.0%
-7.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.6% | -5.3% |
| 7D | +14.4% | +1.4% | +13.0% | +14.4% |
| 30D | -30.6% | +4.7% | -35.3% | -30.4% |
| 3M | -39.2% | +1.7% | -40.9% | -39.0% |
| 6M | -31.3% | +2.2% | -33.4% | -31.3% |
| YTD | +29.1% | +10.0% | +19.1% | +28.3% |
| 1Y | +47.4% | +6.0% | +41.4% | +46.9% |
| 3Y | +191.2% | +54.1% | +137.1% | +162.4% |
| All | +71.7% | +79.0% | -7.3% | +53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling