+8,630.0%
TER vs SO
+6,268.1%
+2,361.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.6% | +2.8% |
| 7D | -20.5% | -1.5% | -19.0% | -20.2% |
| 30D | -47.0% | +8.1% | -55.1% | -48.2% |
| 3M | -43.3% | +0.2% | -43.5% | -43.5% |
| 6M | -42.9% | +0.4% | -43.3% | -43.5% |
| YTD | +12.9% | +8.5% | +4.4% | +9.3% |
| 1Y | +18.2% | +4.9% | +13.2% | +15.4% |
| 3Y | +151.8% | +47.9% | +103.9% | +119.2% |
| 5Y | +54.2% | +75.7% | -21.5% | +26.6% |
| 10Y | +908.2% | +178.0% | +730.2% | +617.5% |
| All | +8,630.0% | +6,268.1% | +2,361.9% | +3,724.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling