+3,319.5%
V vs SO
+486.4%
+2,833.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | +9.9% | +8.7% | +1.3% | +5.8% |
| 3M | +17.5% | +3.4% | +14.1% | +15.6% |
| 6M | +33.5% | +3.7% | +29.7% | +31.0% |
| YTD | +21.6% | +10.0% | +11.5% | +15.4% |
| 1Y | +27.6% | +6.6% | +21.0% | +22.8% |
| 3Y | +76.4% | +52.5% | +23.9% | +41.5% |
| 5Y | +103.8% | +76.1% | +27.8% | +49.4% |
| 10Y | +455.5% | +194.9% | +260.6% | +206.4% |
| All | +3,319.5% | +486.4% | +2,833.1% | +1,025.8% |
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