+175.2%
SO vs ALB
+33.3%
+141.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.1% |
| 7D | -1.5% | +9.1% | -10.5% | -2.2% |
| 30D | +8.1% | -3.4% | +11.5% | +8.3% |
| 3M | +0.2% | -20.6% | +20.8% | +2.0% |
| 6M | +0.4% | -48.2% | +48.6% | +5.9% |
| YTD | +8.5% | -29.2% | +37.7% | +10.3% |
| 1Y | +4.9% | +10.0% | -5.1% | +1.8% |
| 3Y | +47.9% | -12.9% | +60.8% | +41.9% |
| 5Y | +75.7% | -61.3% | +137.0% | +83.3% |
| All | +175.2% | +33.3% | +141.8% | +91.7% |
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