+196.4%
SO vs AG
+76.0%
+120.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.3% |
| 7D | +1.4% | -10.0% | +11.3% | +1.8% |
| 30D | +4.7% | -10.5% | +15.2% | +5.1% |
| 3M | +1.7% | -27.3% | +29.0% | +3.0% |
| 6M | +2.2% | -43.0% | +45.1% | +4.4% |
| YTD | +10.0% | -17.9% | +27.9% | +9.5% |
| 1Y | +6.0% | +11.9% | -5.9% | +3.6% |
| 3Y | +54.1% | +201.8% | -147.7% | +38.7% |
| 5Y | +79.6% | -0.1% | +79.7% | +69.7% |
| All | +196.4% | +76.0% | +120.4% | +158.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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