+27.0%
ALL vs SM
+36.8%
-9.8%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.7% | -1.3% |
| 7D | 0.0% | -0.5% | +0.5% | 0.0% |
| 30D | -1.5% | +25.6% | -27.1% | -1.9% |
| 3M | +23.6% | +8.0% | +15.6% | +23.1% |
| 6M | +22.3% | +50.8% | -28.5% | +21.6% |
| YTD | +26.5% | +97.9% | -71.4% | +24.4% |
| 1Y | +27.0% | +33.8% | -6.8% | +30.1% |
| All | +27.0% | +36.8% | -9.8% | +30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling