+3,309.9%
V vs SO
+484.4%
+2,825.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +2.9% | +0.4% | +2.6% | +2.8% |
| 30D | +14.0% | +9.2% | +4.8% | +9.5% |
| 3M | +14.9% | +1.1% | +13.8% | +14.2% |
| 6M | +31.7% | -1.1% | +32.8% | +32.0% |
| YTD | +21.2% | +9.7% | +11.5% | +15.3% |
| 1Y | +25.3% | +5.5% | +19.8% | +21.2% |
| 3Y | +77.5% | +47.0% | +30.4% | +44.9% |
| 5Y | +102.6% | +77.6% | +25.0% | +47.8% |
| 10Y | +464.3% | +181.0% | +283.3% | +219.1% |
| All | +3,309.9% | +484.4% | +2,825.4% | +1,024.4% |
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 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