+57.9%
SO vs AGI
+392.7%
-334.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | 0.0% | +2.2% | -2.2% | -0.2% |
| 30D | -2.5% | +11.3% | -13.8% | -3.5% |
| 3M | -4.2% | +5.6% | -9.8% | -5.0% |
| 6M | -7.7% | -27.7% | +20.0% | -5.0% |
| YTD | +3.8% | -4.1% | +7.9% | +2.8% |
| 1Y | +0.1% | +13.8% | -13.7% | -3.6% |
| 3Y | +44.2% | +217.0% | -172.8% | +17.6% |
| 5Y | +57.9% | +404.3% | -346.5% | +18.8% |
| All | +57.9% | +392.7% | -334.8% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling