+363.8%
ALL vs SM
+4.9%
+358.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.2% |
| 7D | -3.9% | -22.3% | +18.4% | -2.1% |
| 30D | +10.6% | -21.4% | +32.0% | +12.5% |
| 3M | -4.6% | +1.4% | -5.9% | -5.0% |
| 6M | +20.2% | +0.1% | +20.1% | +19.3% |
| YTD | +23.7% | +59.0% | -35.3% | +17.7% |
| 1Y | +27.9% | +64.3% | -36.5% | +21.2% |
| 3Y | +109.2% | -13.1% | +122.3% | +105.1% |
| 5Y | +148.0% | -13.9% | +161.9% | +138.2% |
| 10Y | +363.8% | +1.7% | +362.1% | +248.5% |
| All | +363.8% | +4.9% | +358.8% | +248.5% |
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