+154.5%
SO vs ARWR
+1,099.2%
-944.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | -0.2% | +1.7% | -1.8% | -0.2% |
| 30D | -4.6% | -0.7% | -3.9% | -4.6% |
| 3M | -3.0% | +14.9% | -17.9% | -3.6% |
| 6M | -8.3% | +32.6% | -40.9% | -9.4% |
| YTD | +3.5% | +30.0% | -26.5% | +2.2% |
| 1Y | -0.9% | +208.4% | -209.3% | -5.5% |
| 3Y | +45.4% | +208.8% | -163.4% | +36.3% |
| 5Y | +59.6% | +27.8% | +31.8% | +52.5% |
| All | +154.5% | +1,099.2% | -944.6% | +128.0% |
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