+589.0%
A vs SM
+433.4%
+155.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.7% | +5.8% | +3.5% |
| 7D | +4.8% | -22.3% | +27.0% | +8.2% |
| 30D | +5.6% | -21.4% | +27.0% | +8.8% |
| 3M | +23.6% | +1.4% | +22.3% | +22.4% |
| 6M | +56.4% | +0.1% | +56.3% | +54.0% |
| YTD | +33.4% | +59.0% | -25.6% | +21.8% |
| 1Y | +23.7% | +64.3% | -40.6% | +12.2% |
| 3Y | +71.0% | -13.1% | +84.1% | +65.7% |
| 5Y | +16.8% | -13.9% | +30.7% | +8.9% |
| 10Y | +323.8% | +1.7% | +322.1% | +176.2% |
| All | +589.0% | +433.4% | +155.5% | +140.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling