+2,926.4%
V vs SO
+451.7%
+2,474.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.6% |
| 7D | -1.7% | -0.2% | -1.6% | -1.6% |
| 30D | +2.0% | -4.6% | +6.5% | +4.1% |
| 3M | +17.4% | -3.0% | +20.4% | +18.9% |
| 6M | +17.5% | -8.3% | +25.8% | +21.7% |
| YTD | +7.6% | +3.5% | +4.1% | +5.1% |
| 1Y | +7.7% | -0.9% | +8.6% | +7.2% |
| 3Y | +54.7% | +45.4% | +9.3% | +26.6% |
| 5Y | +73.0% | +59.6% | +13.4% | +32.9% |
| 10Y | +390.9% | +156.6% | +234.2% | +190.0% |
| All | +2,926.4% | +451.7% | +2,474.7% | +925.3% |
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