+154.5%
SO vs APD
+165.5%
-10.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.4% |
| 7D | -0.2% | -2.2% | +2.1% | +0.6% |
| 30D | -4.6% | +2.1% | -6.7% | -5.4% |
| 3M | -3.0% | +7.2% | -10.2% | -5.8% |
| 6M | -8.3% | +11.2% | -19.5% | -12.2% |
| YTD | +3.5% | +24.4% | -20.9% | -5.2% |
| 1Y | -0.9% | +6.7% | -7.6% | -4.5% |
| 3Y | +45.4% | +9.2% | +36.1% | +34.8% |
| 5Y | +59.6% | +27.4% | +32.3% | +34.4% |
| All | +154.5% | +165.5% | -10.9% | +67.1% |
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