+58.7%
SO vs ARWR
+29.5%
+29.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.0% |
| 7D | +1.0% | +2.9% | -1.8% | +0.9% |
| 30D | -3.2% | -2.9% | -0.3% | -3.1% |
| 3M | -1.7% | +15.2% | -16.9% | -2.2% |
| 6M | -7.2% | +42.3% | -49.5% | -8.3% |
| YTD | +4.6% | +28.2% | -23.6% | +3.6% |
| 1Y | +1.2% | +213.2% | -212.0% | -2.7% |
| 3Y | +45.3% | +184.6% | -139.4% | +38.1% |
| 5Y | +58.7% | +29.2% | +29.5% | +46.9% |
| All | +58.7% | +29.5% | +29.2% | +46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling