+449.7%
V vs SO
+177.2%
+272.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | +2.2% | -1.5% | +3.7% | +2.8% |
| 30D | +13.6% | +8.1% | +5.5% | +10.0% |
| 3M | +14.3% | +0.2% | +14.1% | +14.1% |
| 6M | +33.1% | +0.4% | +32.7% | +32.6% |
| YTD | +21.2% | +8.5% | +12.7% | +16.3% |
| 1Y | +26.4% | +4.9% | +21.5% | +23.0% |
| 3Y | +77.6% | +47.9% | +29.7% | +47.0% |
| 5Y | +102.6% | +75.7% | +26.9% | +52.0% |
| All | +449.7% | +177.2% | +272.5% | +271.0% |
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