+237.8%
A vs SM
+12.3%
+225.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.6% | -6.3% | -2.9% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | +0.6% | +31.5% | -30.9% | -1.4% |
| 3M | +10.9% | +17.3% | -6.5% | +9.3% |
| 6M | +28.2% | +48.5% | -20.4% | +23.6% |
| YTD | +8.6% | +106.3% | -97.7% | +1.9% |
| 1Y | +15.5% | +47.3% | -31.8% | +11.0% |
| 3Y | +31.8% | -1.4% | +33.2% | +28.7% |
| 5Y | -14.9% | +114.0% | -128.9% | -21.9% |
| 10Y | +237.8% | +12.5% | +225.3% | +182.4% |
| All | +237.8% | +12.3% | +225.5% | +182.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling