+124.8%
AA vs SM
+12.3%
+112.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.6% | -0.1% | +2.5% |
| 7D | +1.7% | -0.2% | +1.8% | +1.7% |
| 30D | +3.3% | +31.5% | -28.2% | -4.8% |
| 3M | -29.4% | +17.3% | -46.7% | -33.5% |
| 6M | -12.8% | +48.5% | -61.3% | -24.6% |
| YTD | -2.1% | +106.3% | -108.4% | -23.9% |
| 1Y | +62.8% | +47.3% | +15.5% | +38.6% |
| 3Y | +90.5% | -1.4% | +91.9% | +78.7% |
| 5Y | +19.1% | +114.0% | -95.0% | -11.6% |
| 10Y | +124.8% | +12.5% | +112.3% | +20.0% |
| All | +124.8% | +12.3% | +112.4% | +20.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling