+75.7%
V vs SO
+50.9%
+24.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.4% |
| 7D | -0.4% | -0.9% | +0.6% | -0.2% |
| 30D | +6.3% | +4.9% | +1.4% | +5.3% |
| 3M | +17.2% | +0.8% | +16.4% | +16.9% |
| 6M | +29.2% | +0.6% | +28.7% | +29.1% |
| YTD | +20.8% | +8.7% | +12.1% | +18.2% |
| 1Y | +25.0% | +4.0% | +21.1% | +23.7% |
| All | +75.7% | +50.9% | +24.8% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling