-6.0%
U vs SO
+0.5%
-6.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +3.6% |
| 7D | +4.5% | +1.0% | +3.5% | +5.5% |
| 30D | -0.6% | -3.2% | +2.6% | -3.9% |
| 3M | +48.4% | -1.7% | +50.1% | +46.8% |
| 6M | +115.4% | -7.2% | +122.6% | +100.1% |
| YTD | -3.2% | +4.6% | -7.8% | +8.9% |
| 1Y | -6.0% | +1.2% | -7.3% | +0.1% |
| All | -6.0% | +0.5% | -6.6% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling