+356.1%
ALL vs SM
+12.3%
+343.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.6% | -6.0% | -2.6% |
| 7D | -1.7% | -0.2% | -1.6% | -1.7% |
| 30D | -4.7% | +31.5% | -36.2% | -6.8% |
| 3M | +18.4% | +17.3% | +1.0% | +16.5% |
| 6M | +20.5% | +48.5% | -28.0% | +16.0% |
| YTD | +23.5% | +106.3% | -82.7% | +15.5% |
| 1Y | +29.0% | +47.3% | -18.3% | +23.6% |
| 3Y | +153.7% | -1.4% | +155.1% | +146.9% |
| 5Y | +114.8% | +114.0% | +0.8% | +92.3% |
| 10Y | +356.1% | +12.5% | +343.7% | +236.6% |
| All | +356.1% | +12.3% | +343.8% | +236.6% |
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