+6,268.1%
SO vs AA
+213.5%
+6,054.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.3% |
| 7D | -1.5% | +0.9% | -2.4% | -1.6% |
| 30D | +8.1% | -6.7% | +14.8% | +8.6% |
| 3M | +0.2% | -16.3% | +16.6% | +1.5% |
| 6M | +0.4% | -37.1% | +37.5% | +3.7% |
| YTD | +8.5% | -25.0% | +33.5% | +9.8% |
| 1Y | +4.9% | +8.6% | -3.6% | +2.7% |
| 3Y | +47.9% | +57.2% | -9.3% | +36.2% |
| 5Y | +75.7% | -13.0% | +88.7% | +65.6% |
| 10Y | +178.0% | +65.5% | +112.4% | +121.5% |
| All | +6,268.1% | +213.5% | +6,054.6% | +3,922.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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