+3,115.6%
SO vs ALB
+2,835.3%
+280.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -0.3% |
| 7D | -0.2% | -8.1% | +7.9% | +0.7% |
| 30D | -4.6% | +6.3% | -10.8% | -5.3% |
| 3M | -3.0% | -23.6% | +20.5% | -0.7% |
| 6M | -8.3% | -24.6% | +16.4% | -6.3% |
| YTD | +3.5% | -10.3% | +13.8% | +3.2% |
| 1Y | -0.9% | +61.5% | -62.4% | -8.1% |
| 3Y | +45.4% | -34.0% | +79.3% | +44.3% |
| 5Y | +59.6% | -44.6% | +104.2% | +57.1% |
| 10Y | +156.6% | +76.1% | +80.5% | +104.8% |
| All | +3,115.6% | +2,835.3% | +280.3% | +1,771.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling