+568.3%
A vs SM
+448.5%
+119.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.8% | +1.6% |
| 7D | -0.1% | -25.9% | +25.8% | +3.9% |
| 30D | +3.4% | -15.1% | +18.5% | +5.3% |
| 3M | +23.8% | +4.9% | +19.0% | +22.1% |
| 6M | +49.0% | +6.1% | +42.9% | +45.6% |
| YTD | +29.4% | +63.4% | -34.0% | +17.7% |
| 1Y | +19.4% | +72.5% | -53.1% | +7.5% |
| 3Y | +66.2% | -16.9% | +83.1% | +62.1% |
| 5Y | +15.8% | -10.6% | +26.4% | +7.4% |
| 10Y | +326.1% | +11.3% | +314.8% | +172.6% |
| All | +568.3% | +448.5% | +119.8% | +132.1% |
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