+175.2%
SO vs ALLE
+222.4%
-47.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -0.8% |
| 7D | -1.5% | -0.6% | -0.9% | -1.3% |
| 30D | +8.1% | +25.3% | -17.3% | +0.5% |
| 3M | +0.2% | +10.3% | -10.1% | -3.1% |
| 6M | +0.4% | +38.0% | -37.7% | -10.0% |
| YTD | +8.5% | +17.8% | -9.3% | +1.8% |
| 1Y | +4.9% | +13.6% | -8.7% | -0.4% |
| 3Y | +47.9% | +89.2% | -41.3% | +15.3% |
| 5Y | +75.7% | +51.1% | +24.6% | +45.4% |
| All | +175.2% | +222.4% | -47.3% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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