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Risk and Return Analysis Portfolio S&P 500 Daily Arithmetic Mean 0.061% 0.117% Daily Geometric Mean 0.059% 0.113% Standard Deviation of Daily Returns 0.545% 0.971% Variance

Risk and Return Analysis Portfolio S&P 500
Daily Arithmetic Mean 0.061% 0.117%
Daily Geometric Mean 0.059% 0.113%
Standard Deviation of Daily Returns 0.545% 0.971%
Variance of Daily Returns 0.003% 0.009%
Annual Arithmetic Mean 22.27% 42.87%
Annual Geometric Mean 21.54% 41.16%
Standard Deviation of Annual Returns 198.79% 354.40%
Variance of Annual Returns 1.08% 3.44%
Beta 0.56 1.00
Sharpe 7.43 4.23
Treynor 0.07 0.04
Jensen's Alpha 0.017 0.018
Coefficient of Variation 8.98 8.27
Risk Free Return (10-year T-Bill) U.S. Dept. of Treasury 1.2%

Explain if the portfolio performed better, worse, or parallel to the S&P 500 for arithmetic mean, geo mean, standard dev, beta, Sharpe, treynor, Jensen's alpha, and coefficient of variation. Provide detailed support for your decision.

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