+196.4%
SO vs AU
+818.2%
-621.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.3% |
| 7D | +1.4% | -7.2% | +8.6% | +1.8% |
| 30D | +4.7% | -2.9% | +7.6% | +4.8% |
| 3M | +1.7% | -8.7% | +10.4% | +2.0% |
| 6M | +2.2% | -14.1% | +16.3% | +2.6% |
| YTD | +10.0% | +4.8% | +5.2% | +8.3% |
| 1Y | +6.0% | +11.9% | -5.8% | +3.9% |
| 3Y | +54.1% | +513.8% | -459.7% | +31.7% |
| 5Y | +79.6% | +379.3% | -299.6% | +54.1% |
| All | +196.4% | +818.2% | -621.8% | +147.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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