+153.3%
SO vs ADM
+159.0%
-5.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -0.2% | +3.8% | -3.9% | -1.2% |
| 30D | -4.6% | +9.8% | -14.3% | -7.3% |
| 3M | -3.0% | +2.1% | -5.2% | -3.9% |
| 6M | -8.3% | +27.5% | -35.8% | -15.3% |
| YTD | +3.5% | +50.2% | -46.7% | -9.2% |
| 1Y | -0.9% | +40.6% | -41.5% | -11.6% |
| 3Y | +45.4% | +17.2% | +28.1% | +34.6% |
| 5Y | +59.6% | +61.9% | -2.3% | +25.1% |
| All | +153.3% | +159.0% | -5.7% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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