-22.7%
U vs SO
+120.2%
-142.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.2% | +4.0% | +5.3% |
| 7D | +2.6% | +1.4% | +1.2% | +2.7% |
| 30D | +27.6% | +4.7% | +22.9% | +28.1% |
| 3M | +15.3% | +1.7% | +13.6% | +15.6% |
| 6M | +96.4% | +2.2% | +94.2% | +96.9% |
| YTD | +19.6% | +10.0% | +9.6% | +19.8% |
| 1Y | +42.1% | +6.0% | +36.1% | +42.6% |
| 3Y | +87.5% | +54.1% | +33.4% | +74.4% |
| 5Y | -73.1% | +79.6% | -152.8% | -73.0% |
| All | -22.7% | +120.2% | -142.9% | -17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling