+3,317.8%
SO vs ALB
+2,114.0%
+1,203.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +0.5% |
| 7D | -0.1% | +5.3% | -5.4% | -0.7% |
| 30D | +8.7% | -6.3% | +14.9% | +9.3% |
| 3M | +3.4% | -27.4% | +30.8% | +6.6% |
| 6M | +3.7% | -53.1% | +56.8% | +11.6% |
| YTD | +10.0% | -32.3% | +42.4% | +12.8% |
| 1Y | +6.6% | -7.3% | +13.9% | +5.3% |
| 3Y | +52.5% | -14.9% | +67.4% | +45.9% |
| 5Y | +76.1% | -62.0% | +138.1% | +80.8% |
| 10Y | +194.9% | +33.0% | +161.9% | +142.0% |
| All | +3,317.8% | +2,114.0% | +1,203.8% | +1,944.9% |
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