+78.7%
SO vs ARWR
-34.9%
+113.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.2% |
| 7D | +1.4% | -17.8% | +19.2% | +1.8% |
| 30D | +4.7% | -18.1% | +22.9% | +5.2% |
| 3M | +1.7% | -44.2% | +45.9% | +3.2% |
| 6M | +2.2% | -38.6% | +40.8% | +3.3% |
| YTD | +10.0% | -28.0% | +38.0% | +10.5% |
| 1Y | +6.0% | +16.1% | -10.1% | +4.8% |
| 3Y | +54.1% | +84.0% | -29.9% | +47.6% |
| All | +78.7% | -34.9% | +113.6% | +68.6% |
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