+78.7%
SO vs ALM
+410.2%
-331.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.7% | -6.5% | +1.2% |
| 7D | +1.4% | +1.2% | +0.1% | +1.3% |
| 30D | +4.7% | -19.3% | +24.0% | +4.9% |
| 3M | +1.7% | -40.6% | +42.3% | +2.1% |
| 6M | +2.2% | -57.9% | +60.1% | +2.8% |
| YTD | +10.0% | -6.7% | +16.7% | +9.5% |
| 1Y | +6.0% | +20.2% | -14.1% | +5.2% |
| 3Y | +54.1% | +879.4% | -825.3% | +48.7% |
| All | +78.7% | +410.2% | -331.5% | +74.9% |
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 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