+77.0%
SO vs ALM
+396.4%
-319.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.1% |
| 7D | -1.5% | -6.7% | +5.2% | -1.4% |
| 30D | +8.1% | -32.9% | +41.0% | +8.4% |
| 3M | +0.2% | -39.5% | +39.7% | +0.6% |
| 6M | +0.4% | -62.0% | +62.4% | +1.1% |
| YTD | +8.5% | -7.8% | +16.3% | +8.0% |
| 1Y | +4.9% | +26.7% | -21.7% | +4.0% |
| 3Y | +47.9% | +825.4% | -777.5% | +42.8% |
| All | +77.0% | +396.4% | -319.4% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling