-14.9%
A vs SM
+111.2%
-126.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.6% | -6.3% | -3.1% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | +0.6% | +31.5% | -30.9% | -2.8% |
| 3M | +10.9% | +17.3% | -6.5% | +8.2% |
| 6M | +28.2% | +48.5% | -20.4% | +20.0% |
| YTD | +8.6% | +106.3% | -97.7% | -3.5% |
| 1Y | +15.5% | +47.3% | -31.8% | +7.6% |
| 3Y | +31.8% | -1.4% | +33.2% | +25.4% |
| 5Y | -14.9% | +114.0% | -128.9% | -22.3% |
| All | -14.9% | +111.2% | -126.1% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling