+192.9%
SO vs ARWR
+1,009.4%
-816.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -1.3% |
| 7D | -0.9% | -17.9% | +17.0% | -0.3% |
| 30D | +4.9% | -18.9% | +23.8% | +5.6% |
| 3M | +0.8% | -46.0% | +46.7% | +2.7% |
| 6M | +0.6% | -40.3% | +40.9% | +2.0% |
| YTD | +8.7% | -29.0% | +37.6% | +9.4% |
| 1Y | +4.0% | +13.8% | -9.9% | +2.7% |
| 3Y | +50.6% | +74.9% | -24.3% | +44.1% |
| 5Y | +77.5% | -36.2% | +113.7% | +73.8% |
| All | +192.9% | +1,009.4% | -816.5% | +164.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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