+760.8%
SO vs AGI
+5,459.2%
-4,698.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.7% |
| 7D | -0.2% | +0.6% | -0.8% | -0.2% |
| 30D | -4.6% | +18.2% | -22.8% | -5.2% |
| 3M | -3.0% | -4.1% | +1.1% | -3.0% |
| 6M | -8.3% | -28.7% | +20.5% | -7.4% |
| YTD | +3.5% | -4.0% | +7.5% | +3.2% |
| 1Y | -0.9% | +17.4% | -18.3% | -2.0% |
| 3Y | +45.4% | +203.0% | -157.7% | +38.7% |
| 5Y | +59.6% | +376.7% | -317.0% | +49.7% |
| 10Y | +156.6% | +407.5% | -250.9% | +136.6% |
| All | +760.8% | +5,459.2% | -4,698.4% | +667.4% |
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