-26.3%
U vs SO
+120.3%
-146.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | +24.4% | -0.1% | +24.5% | +24.4% |
| 30D | +7.4% | +8.7% | -1.3% | +8.1% |
| 3M | +16.8% | +3.4% | +13.4% | +17.2% |
| 6M | +78.8% | +3.7% | +75.1% | +79.3% |
| YTD | +14.0% | +10.0% | +3.9% | +14.2% |
| 1Y | +16.7% | +6.6% | +10.1% | +17.1% |
| 3Y | +86.4% | +52.5% | +33.9% | +73.7% |
| 5Y | -71.5% | +76.1% | -147.5% | -71.5% |
| All | -26.3% | +120.3% | -146.7% | -20.9% |
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