+155.9%
SO vs ALB
+78.9%
+76.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.8% |
| 7D | +1.0% | -4.4% | +5.4% | +1.4% |
| 30D | -3.2% | -1.2% | -2.0% | -3.2% |
| 3M | -1.7% | -13.3% | +11.6% | -0.7% |
| 6M | -7.2% | -19.8% | +12.6% | -6.0% |
| YTD | +4.6% | -7.9% | +12.5% | +4.0% |
| 1Y | +1.2% | +60.2% | -58.9% | -5.6% |
| 3Y | +45.3% | -26.4% | +71.7% | +44.5% |
| 5Y | +58.7% | -42.5% | +101.3% | +57.5% |
| 10Y | +155.9% | +83.0% | +72.8% | +66.7% |
| All | +155.9% | +78.9% | +76.9% | +66.7% |
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