+192.9%
SO vs APD
+191.6%
+1.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -0.9% | +2.2% | -3.1% | -1.7% |
| 30D | +4.9% | +9.4% | -4.5% | +1.7% |
| 3M | +0.8% | +4.7% | -3.9% | -1.0% |
| 6M | +0.6% | +5.5% | -4.9% | -1.8% |
| YTD | +8.7% | +31.4% | -22.8% | -2.5% |
| 1Y | +4.0% | +24.1% | -20.2% | -5.0% |
| 3Y | +50.6% | +28.8% | +21.8% | +31.1% |
| 5Y | +77.5% | +15.8% | +61.7% | +58.3% |
| All | +192.9% | +191.6% | +1.3% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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