+15.5%
A vs SM
+46.7%
-31.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.6% | -6.3% | -2.5% |
| 7D | -2.1% | -0.2% | -1.9% | -2.0% |
| 30D | +0.6% | +31.5% | -30.9% | +1.6% |
| 3M | +10.9% | +17.3% | -6.5% | +11.9% |
| 6M | +28.2% | +48.5% | -20.4% | +28.9% |
| YTD | +8.6% | +106.3% | -97.7% | +7.5% |
| 1Y | +15.5% | +47.3% | -31.8% | +19.0% |
| All | +15.5% | +46.7% | -31.2% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling