+3,108.5%
SO vs ARWR
-98.3%
+3,206.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | +0.8% | -19.9% | +20.7% | +0.8% |
| 30D | +7.8% | -18.7% | +26.5% | +7.9% |
| 3M | +2.9% | -44.7% | +47.6% | +3.1% |
| 6M | +2.5% | -36.5% | +39.0% | +2.6% |
| YTD | +10.3% | -25.7% | +35.9% | +10.3% |
| 1Y | +6.4% | +18.9% | -12.6% | +6.3% |
| 3Y | +52.8% | +83.1% | -30.3% | +52.3% |
| 5Y | +78.7% | -34.9% | +113.5% | +78.4% |
| 10Y | +196.3% | +1,080.9% | -884.6% | +193.5% |
| All | +3,108.5% | -98.3% | +3,206.8% | +3,004.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling