-39.0%
U vs SO
+107.3%
-146.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.1% |
| 3M | +38.7% | -3.0% | +41.8% | +38.4% |
| 6M | +104.4% | -8.3% | +112.7% | +103.8% |
| YTD | -5.7% | +3.5% | -9.2% | -6.0% |
| 1Y | +3.7% | -0.9% | +4.6% | +3.4% |
| 3Y | +12.3% | +45.4% | -33.0% | +4.0% |
| 5Y | -68.8% | +59.6% | -128.4% | -69.4% |
| All | -39.0% | +107.3% | -146.4% | -34.9% |
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 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