+814.3%
SO vs AGI
+4,206.7%
-3,392.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.2% |
| 7D | +1.4% | -10.1% | +11.5% | +1.7% |
| 30D | +4.7% | -6.5% | +11.2% | +4.9% |
| 3M | +1.7% | -12.8% | +14.5% | +2.0% |
| 6M | +2.2% | -34.3% | +36.5% | +3.3% |
| YTD | +10.0% | -25.6% | +35.6% | +10.5% |
| 1Y | +6.0% | -14.2% | +20.3% | +6.0% |
| 3Y | +54.1% | +127.3% | -73.2% | +48.4% |
| 5Y | +79.6% | +241.8% | -162.1% | +70.2% |
| 10Y | +195.5% | +381.8% | -186.3% | +173.7% |
| All | +814.3% | +4,206.7% | -3,392.4% | +721.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling