+140.3%
SO vs ALC
+32.2%
+108.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.1% | +1.3% |
| 7D | -1.1% | +2.1% | -3.2% | -1.8% |
| 30D | +8.6% | +17.2% | -8.6% | +3.7% |
| 3M | +1.8% | +4.6% | -2.9% | +0.2% |
| 6M | +3.6% | +20.1% | -16.5% | -2.2% |
| YTD | +9.9% | -4.2% | +14.1% | +10.2% |
| 1Y | +5.7% | +2.1% | +3.6% | +3.8% |
| 3Y | +52.5% | +4.5% | +48.0% | +43.8% |
| 5Y | +77.3% | -12.3% | +89.7% | +75.3% |
| All | +140.3% | +32.2% | +108.1% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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