+484.0%
V vs SO
+197.2%
+286.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.8% |
| 7D | +0.9% | +1.4% | -0.4% | +0.4% |
| 30D | +9.0% | +4.7% | +4.3% | +6.9% |
| 3M | +16.7% | +1.7% | +15.0% | +15.8% |
| 6M | +33.4% | +2.2% | +31.3% | +32.0% |
| YTD | +22.4% | +10.0% | +12.4% | +16.7% |
| 1Y | +27.7% | +6.0% | +21.6% | +23.6% |
| 3Y | +78.0% | +54.1% | +23.9% | +44.7% |
| 5Y | +108.5% | +79.6% | +28.9% | +54.9% |
| All | +484.0% | +197.2% | +286.8% | +284.4% |
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