+45.3%
SO vs AGI
+208.5%
-163.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.1% |
| 7D | +1.0% | +4.4% | -3.4% | +0.7% |
| 30D | -3.2% | +10.0% | -13.2% | -3.9% |
| 3M | -1.7% | +1.7% | -3.4% | -2.0% |
| 6M | -7.2% | -26.8% | +19.6% | -5.0% |
| YTD | +4.6% | -5.3% | +9.9% | +3.8% |
| 1Y | +1.2% | +11.5% | -10.3% | -1.9% |
| 3Y | +45.3% | +212.9% | -167.7% | +10.3% |
| All | +45.3% | +208.5% | -163.2% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 3y: compounded portfolio wealth divided by compounded AGI 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…
3y analysis · Full analysis span regression · 6 months rolling