+256.8%
SO vs ALLE
+260.9%
-4.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | -0.2% | -0.2% | +0.1% | -0.1% |
| 30D | -4.6% | -6.8% | +2.2% | -2.8% |
| 3M | -3.0% | +21.0% | -24.1% | -8.4% |
| 6M | -8.3% | +1.1% | -9.4% | -9.1% |
| YTD | +3.5% | -0.5% | +4.1% | +2.8% |
| 1Y | -0.9% | -7.3% | +6.3% | +0.2% |
| 3Y | +45.4% | +42.3% | +3.1% | +27.8% |
| 5Y | +59.6% | +13.5% | +46.2% | +47.7% |
| 10Y | +156.6% | +144.0% | +12.6% | +100.4% |
| All | +256.8% | +260.9% | -4.1% | +168.6% |
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 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