+186.8%
SO vs ALM
+2,221.4%
-2,034.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.1% | -6.7% | +1.3% |
| 7D | -1.1% | +0.7% | -1.8% | -1.1% |
| 30D | +8.6% | -26.1% | +34.7% | +8.8% |
| 3M | +1.8% | -38.1% | +39.9% | +2.1% |
| 6M | +3.6% | -55.4% | +59.0% | +4.2% |
| YTD | +9.9% | -0.4% | +10.3% | +9.5% |
| 1Y | +5.7% | +25.4% | -19.6% | +5.0% |
| 3Y | +52.5% | +907.8% | -855.3% | +47.9% |
| 5Y | +77.3% | +440.2% | -362.8% | +72.3% |
| 10Y | +186.8% | +2,031.1% | -1,844.4% | +172.9% |
| All | +186.8% | +2,221.4% | -2,034.6% | +172.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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