+1,884.4%
SO vs AU
+793.6%
+1,090.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.6% |
| 7D | -0.2% | -3.6% | +3.5% | 0.0% |
| 30D | -4.6% | +23.9% | -28.5% | -5.7% |
| 3M | -3.0% | +19.1% | -22.1% | -4.1% |
| 6M | -8.3% | -0.2% | -8.1% | -8.7% |
| YTD | +3.5% | +32.5% | -28.9% | +1.3% |
| 1Y | -0.9% | +96.9% | -97.9% | -5.2% |
| 3Y | +45.4% | +614.7% | -569.4% | +28.8% |
| 5Y | +59.6% | +647.7% | -588.1% | +40.0% |
| 10Y | +156.6% | +679.2% | -522.6% | +119.2% |
| All | +1,884.4% | +793.6% | +1,090.8% | +1,611.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling