+107.5%
ALL vs SM
-20.0%
+127.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.4% | -4.5% |
| 7D | -1.9% | -25.9% | +24.0% | -0.7% |
| 30D | +13.8% | -15.1% | +28.9% | +14.4% |
| 3M | -7.0% | +4.9% | -11.9% | -7.5% |
| 6M | +18.0% | +6.1% | +11.9% | +17.0% |
| YTD | +24.2% | +63.4% | -39.2% | +19.6% |
| 1Y | +31.2% | +72.5% | -41.3% | +25.7% |
| 3Y | +107.5% | -16.9% | +124.4% | +107.7% |
| All | +107.5% | -20.0% | +127.6% | +107.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling