+59.8%
SO vs ALM
+951.0%
-891.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.7% |
| 7D | -0.2% | -2.6% | +2.4% | -0.1% |
| 30D | -4.6% | +32.0% | -36.6% | -4.8% |
| 3M | -3.0% | -15.0% | +12.0% | -2.9% |
| 6M | -8.3% | -10.1% | +1.9% | -8.3% |
| YTD | +3.5% | +99.4% | -95.9% | +2.3% |
| 1Y | -0.9% | +316.4% | -317.3% | -3.0% |
| 3Y | +45.4% | +2,022.0% | -1,976.6% | +38.1% |
| All | +59.8% | +951.0% | -891.2% | +54.7% |
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