+8.6%
V vs SO
+0.5%
+8.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.8% |
| 7D | -1.1% | +1.0% | -2.1% | -1.2% |
| 30D | +1.9% | -3.2% | +5.1% | +2.1% |
| 3M | +15.5% | -1.7% | +17.2% | +16.1% |
| 6M | +16.6% | -7.2% | +23.8% | +16.9% |
| YTD | +5.7% | +4.6% | +1.2% | +5.8% |
| 1Y | +8.6% | +1.2% | +7.3% | +10.7% |
| All | +8.6% | +0.5% | +8.0% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling