+169.4%
XLV vs SO
+159.0%
+10.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | -3.6% | -1.1% | -2.5% | -3.2% |
| 30D | -1.8% | -5.0% | +3.2% | 0.0% |
| 3M | +7.8% | -5.8% | +13.6% | +10.2% |
| 6M | +9.1% | -7.9% | +17.0% | +12.3% |
| YTD | +7.7% | +2.4% | +5.3% | +6.4% |
| 1Y | +20.4% | -2.3% | +22.7% | +20.9% |
| 3Y | +30.8% | +41.9% | -11.1% | +12.5% |
| 5Y | +34.6% | +58.1% | -23.4% | +10.0% |
| All | +169.4% | +159.0% | +10.4% | +91.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling