+323.8%
A vs SM
+4.9%
+318.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.7% | +5.8% | +3.3% |
| 7D | +4.8% | -22.3% | +27.0% | +6.5% |
| 30D | +5.6% | -21.4% | +27.0% | +7.3% |
| 3M | +23.6% | +1.4% | +22.3% | +23.0% |
| 6M | +56.4% | +0.1% | +56.3% | +55.2% |
| YTD | +33.4% | +59.0% | -25.6% | +27.2% |
| 1Y | +23.7% | +64.3% | -40.6% | +17.6% |
| 3Y | +71.0% | -13.1% | +84.1% | +68.2% |
| 5Y | +16.8% | -13.9% | +30.7% | +13.3% |
| 10Y | +323.8% | +1.7% | +322.1% | +247.9% |
| All | +323.8% | +4.9% | +318.9% | +247.9% |
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