+476.0%
A vs SM
+568.0%
-91.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.9% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | +6.9% | +26.3% | -19.4% | +3.3% |
| 3M | +9.2% | +8.7% | +0.6% | +7.3% |
| 6M | +25.7% | +51.7% | -26.0% | +16.7% |
| YTD | +11.5% | +99.0% | -87.5% | -0.7% |
| 1Y | +18.4% | +34.6% | -16.2% | +10.9% |
| 3Y | +26.6% | -7.8% | +34.4% | +22.2% |
| 5Y | -12.8% | +104.8% | -117.6% | -28.1% |
| 10Y | +247.2% | +7.2% | +239.9% | +127.9% |
| All | +476.0% | +568.0% | -91.9% | +95.8% |
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