-24.7%
U vs SO
+117.3%
-141.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.6% | +5.4% |
| 7D | +36.6% | -1.5% | +38.0% | +36.4% |
| 30D | +13.3% | +8.1% | +5.2% | +14.0% |
| 3M | +26.2% | +0.2% | +26.0% | +26.3% |
| 6M | +88.7% | +0.4% | +88.4% | +89.0% |
| YTD | +16.6% | +8.5% | +8.1% | +16.6% |
| 1Y | +29.0% | +4.9% | +24.0% | +29.2% |
| 3Y | +99.5% | +47.9% | +51.6% | +86.3% |
| 5Y | -66.1% | +75.7% | -141.8% | -66.1% |
| All | -24.7% | +117.3% | -141.9% | -19.2% |
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