+57.9%
SO vs AU
+688.4%
-630.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.4% | -0.8% |
| 7D | 0.0% | +0.6% | -0.6% | 0.0% |
| 30D | -2.5% | +12.3% | -14.8% | -3.4% |
| 3M | -4.2% | +29.4% | -33.5% | -6.1% |
| 6M | -7.7% | +3.2% | -10.9% | -8.4% |
| YTD | +3.8% | +31.8% | -28.0% | +0.6% |
| 1Y | +0.1% | +83.4% | -83.4% | -6.1% |
| 3Y | +44.2% | +623.1% | -578.9% | +16.2% |
| 5Y | +57.9% | +700.5% | -642.6% | +23.0% |
| All | +57.9% | +688.4% | -630.6% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling