+59.1%
SO vs AZO
+85.0%
-25.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -1.1% | -2.9% | +1.8% | -0.6% |
| 30D | -3.7% | -5.3% | +1.5% | -2.8% |
| 3M | -5.9% | -7.3% | +1.5% | -4.8% |
| 6M | -7.3% | -22.7% | +15.3% | -3.4% |
| YTD | +3.1% | -15.0% | +18.1% | +5.5% |
| 1Y | -1.0% | -32.2% | +31.3% | +5.5% |
| 3Y | +43.2% | +10.0% | +33.2% | +39.3% |
| 5Y | +59.1% | +85.8% | -26.7% | +39.2% |
| All | +59.1% | +85.0% | -25.8% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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