+196.4%
SO vs AR
+57.4%
+139.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +1.4% | +7.4% | -6.0% | +1.0% |
| 30D | +4.7% | +5.8% | -1.1% | +4.4% |
| 3M | +1.7% | +5.2% | -3.5% | +1.4% |
| 6M | +2.2% | +5.4% | -3.3% | +1.8% |
| YTD | +10.0% | +12.4% | -2.5% | +9.1% |
| 1Y | +6.0% | +12.8% | -6.8% | +5.2% |
| 3Y | +54.1% | +47.2% | +6.9% | +49.6% |
| 5Y | +79.6% | +101.1% | -21.5% | +70.5% |
| All | +196.4% | +57.4% | +139.1% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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