-69.4%
U vs SO
+58.2%
-127.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.0% |
| 7D | -3.8% | -0.2% | -3.7% | -3.8% |
| 30D | +17.5% | -4.6% | +22.0% | +17.3% |
| 3M | +38.7% | -3.0% | +41.8% | +38.5% |
| 6M | +104.4% | -8.3% | +112.7% | +104.5% |
| YTD | -5.7% | +3.5% | -9.2% | -6.4% |
| 1Y | +3.7% | -0.9% | +4.6% | +3.2% |
| 3Y | +12.3% | +45.4% | -33.0% | -1.9% |
| All | -69.4% | +58.2% | -127.6% | -70.7% |
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