+186.8%
SO vs ALB
+38.2%
+148.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.3% |
| 7D | -1.1% | +9.5% | -10.6% | -1.9% |
| 30D | +8.6% | -2.1% | +10.7% | +8.7% |
| 3M | +1.8% | -24.1% | +25.9% | +4.0% |
| 6M | +3.6% | -51.0% | +54.6% | +9.9% |
| YTD | +9.9% | -29.3% | +39.3% | +11.7% |
| 1Y | +5.7% | +3.2% | +2.5% | +3.3% |
| 3Y | +52.5% | -9.3% | +61.8% | +45.5% |
| 5Y | +77.3% | -61.6% | +138.9% | +85.3% |
| 10Y | +186.8% | +40.8% | +146.0% | +100.4% |
| All | +186.8% | +38.2% | +148.6% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling