+277.9%
SO vs ALLE
+331.3%
-53.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +1.0% |
| 7D | +0.4% | 0.0% | +0.3% | +0.3% |
| 30D | +9.2% | +20.6% | -11.3% | +3.6% |
| 3M | +1.1% | +11.4% | -10.3% | -2.1% |
| 6M | -1.1% | +42.5% | -43.6% | -10.9% |
| YTD | +9.7% | +18.9% | -9.2% | +3.5% |
| 1Y | +5.5% | +14.2% | -8.7% | +0.7% |
| 3Y | +47.0% | +90.7% | -43.6% | +18.7% |
| 5Y | +77.6% | +52.5% | +25.1% | +50.4% |
| 10Y | +181.0% | +231.2% | -50.2% | +106.8% |
| All | +277.9% | +331.3% | -53.4% | +170.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling