+803.4%
SO vs AGI
+4,227.8%
-3,424.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -1.3% |
| 7D | -0.9% | -7.5% | +6.6% | -0.7% |
| 30D | +4.9% | -9.9% | +14.8% | +5.2% |
| 3M | +0.8% | -14.2% | +14.9% | +1.2% |
| 6M | +0.6% | -35.2% | +35.8% | +1.8% |
| YTD | +8.7% | -25.2% | +33.9% | +9.2% |
| 1Y | +4.0% | -14.3% | +18.3% | +3.9% |
| 3Y | +50.6% | +127.7% | -77.1% | +45.0% |
| 5Y | +77.5% | +243.4% | -165.9% | +68.1% |
| 10Y | +192.0% | +384.1% | -192.2% | +170.4% |
| All | +803.4% | +4,227.8% | -3,424.4% | +711.4% |
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