+77.0%
SO vs AG
+12.9%
+64.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.1% |
| 7D | -1.5% | +6.3% | -7.8% | -1.7% |
| 30D | +8.1% | -8.9% | +17.0% | +8.4% |
| 3M | +0.2% | -12.2% | +12.4% | +0.5% |
| 6M | +0.4% | -28.3% | +28.7% | +1.4% |
| YTD | +8.5% | -8.8% | +17.3% | +7.5% |
| 1Y | +4.9% | +39.4% | -34.4% | +1.5% |
| 3Y | +47.9% | +229.4% | -181.5% | +31.5% |
| All | +77.0% | +12.9% | +64.1% | +72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling