+153.1%
SO vs AGG
+14.2%
+138.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -1.1% | -1.1% | 0.0% | -0.4% |
| 30D | -5.0% | -1.1% | -3.9% | -4.3% |
| 3M | -5.8% | -1.9% | -3.8% | -4.6% |
| 6M | -7.9% | -1.7% | -6.2% | -6.9% |
| YTD | +2.4% | -1.3% | +3.7% | +3.3% |
| 1Y | -2.3% | -0.7% | -1.5% | -1.8% |
| 3Y | +41.9% | +12.5% | +29.4% | +33.1% |
| 5Y | +58.1% | -2.5% | +60.5% | +51.5% |
| All | +153.1% | +14.2% | +138.9% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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