-2.3%
SO vs AU
+72.0%
-74.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -1.1% | -4.3% | +3.2% | -1.0% |
| 30D | -5.0% | +7.3% | -12.3% | -5.1% |
| 3M | -5.8% | +26.3% | -32.1% | -6.1% |
| 6M | -7.9% | +1.8% | -9.7% | -8.0% |
| YTD | +2.4% | +26.8% | -24.4% | +1.5% |
| 1Y | -2.3% | +66.7% | -68.9% | -3.4% |
| All | -2.3% | +72.0% | -74.2% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling