+59.8%
SO vs AFRM
-23.1%
+82.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.7% |
| 7D | -0.2% | -7.0% | +6.8% | -0.1% |
| 30D | -4.6% | -7.8% | +3.2% | -4.5% |
| 3M | -3.0% | +5.3% | -8.3% | -3.1% |
| 6M | -8.3% | +42.6% | -50.9% | -8.7% |
| YTD | +3.5% | -2.8% | +6.3% | +3.5% |
| 1Y | -0.9% | -19.3% | +18.4% | -0.8% |
| 3Y | +45.4% | +231.0% | -185.6% | +39.8% |
| All | +59.8% | -23.1% | +82.9% | +49.2% |
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