+6.0%
SO vs AS
-3.7%
+9.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.2% |
| 7D | +1.4% | -4.9% | +6.2% | +1.2% |
| 30D | +4.7% | +3.9% | +0.8% | +4.8% |
| 3M | +1.7% | -9.6% | +11.3% | +1.3% |
| 6M | +2.2% | -8.7% | +10.8% | +1.9% |
| YTD | +10.0% | -19.8% | +29.8% | +8.6% |
| 1Y | +6.0% | -1.5% | +7.6% | +4.5% |
| All | +6.0% | -3.7% | +9.8% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling