+3.7%
SO vs AUR
-17.4%
+21.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.8% | -0.9% |
| 7D | +1.7% | -19.8% | +21.6% | +0.9% |
| 30D | +11.1% | -29.0% | +40.2% | +9.8% |
| 3M | +0.7% | -43.6% | +44.3% | -1.1% |
| 6M | -1.4% | -36.6% | +35.3% | -2.6% |
| YTD | +9.4% | +6.3% | +3.2% | +8.8% |
| 1Y | +3.7% | -9.0% | +12.8% | +3.1% |
| All | +3.7% | -17.4% | +21.1% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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