+54.6%
TER vs SO
+75.0%
-20.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.6% | +2.5% |
| 7D | -20.5% | -1.5% | -19.0% | -20.5% |
| 30D | -47.0% | +8.1% | -55.1% | -46.9% |
| 3M | -43.3% | +0.2% | -43.5% | -43.2% |
| 6M | -42.9% | +0.4% | -43.3% | -43.0% |
| YTD | +12.9% | +8.5% | +4.4% | +12.2% |
| 1Y | +18.2% | +4.9% | +13.2% | +17.6% |
| 3Y | +151.8% | +47.9% | +103.9% | +129.2% |
| All | +54.6% | +75.0% | -20.4% | +39.2% |
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