+368.4%
ALL vs SM
+4.2%
+364.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.4% | +2.8% |
| 7D | -0.1% | -19.5% | +19.4% | +1.4% |
| 30D | +13.8% | -20.2% | +34.0% | +15.6% |
| 3M | -2.8% | -6.5% | +3.7% | -2.6% |
| 6M | +23.7% | +1.6% | +22.1% | +22.7% |
| YTD | +27.3% | +61.2% | -34.0% | +20.9% |
| 1Y | +30.5% | +65.4% | -34.8% | +23.7% |
| 3Y | +113.0% | -13.0% | +126.0% | +108.9% |
| 5Y | +157.6% | -4.3% | +161.8% | +145.5% |
| 10Y | +368.4% | +3.0% | +365.3% | +251.3% |
| All | +368.4% | +4.2% | +364.2% | +251.3% |
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