+155.9%
SO vs AG
+57.4%
+98.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.0% |
| 7D | +1.0% | +4.5% | -3.5% | +0.8% |
| 30D | -3.2% | +12.9% | -16.1% | -3.8% |
| 3M | -1.7% | +20.9% | -22.7% | -2.9% |
| 6M | -7.2% | -19.5% | +12.3% | -6.7% |
| YTD | +4.6% | +24.8% | -20.2% | +2.2% |
| 1Y | +1.2% | +120.2% | -119.0% | -4.6% |
| 3Y | +45.3% | +279.0% | -233.7% | +29.8% |
| 5Y | +58.7% | +67.9% | -9.2% | +46.4% |
| 10Y | +155.9% | +57.5% | +98.4% | +138.4% |
| All | +155.9% | +57.4% | +98.5% | +138.4% |
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