+76.1%
SO vs AFRM
-55.1%
+131.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.1% | +0.1% |
| 7D | -0.1% | -8.4% | +8.3% | 0.0% |
| 30D | +8.7% | -18.3% | +27.0% | +9.0% |
| 3M | +3.4% | -12.7% | +16.1% | +3.5% |
| 6M | +3.7% | +3.0% | +0.7% | +3.5% |
| YTD | +10.0% | -11.4% | +21.4% | +10.0% |
| 1Y | +6.6% | -13.3% | +19.9% | +6.6% |
| 3Y | +52.5% | +194.0% | -141.5% | +45.8% |
| 5Y | +76.1% | -50.6% | +126.7% | +61.4% |
| All | +76.1% | -55.1% | +131.2% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 5y: compounded portfolio wealth divided by compounded AFRM 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…
5y analysis · Full analysis span regression · 6 months rolling