+186.8%
SO vs AG
+77.4%
+109.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.7% | -3.4% | +1.1% |
| 7D | -1.1% | +10.8% | -11.9% | -1.6% |
| 30D | +8.6% | -8.2% | +16.7% | +8.9% |
| 3M | +1.8% | -13.7% | +15.5% | +2.3% |
| 6M | +3.6% | -27.3% | +30.9% | +4.7% |
| YTD | +9.9% | -4.6% | +14.5% | +8.7% |
| 1Y | +5.7% | +39.4% | -33.7% | +2.1% |
| 3Y | +52.5% | +244.1% | -191.6% | +36.4% |
| 5Y | +77.3% | +16.8% | +60.5% | +66.3% |
| 10Y | +186.8% | +71.7% | +115.1% | +149.8% |
| All | +186.8% | +77.4% | +109.4% | +149.8% |
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