+3,646.0%
ALL vs SM
+859.0%
+2,787.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.4% | -4.6% |
| 7D | -1.9% | -25.9% | +24.0% | +1.1% |
| 30D | +13.8% | -15.1% | +28.9% | +15.5% |
| 3M | -7.0% | +4.9% | -11.9% | -8.0% |
| 6M | +18.0% | +6.1% | +11.9% | +16.1% |
| YTD | +24.2% | +63.4% | -39.2% | +15.5% |
| 1Y | +31.2% | +72.5% | -41.3% | +21.1% |
| 3Y | +107.5% | -16.9% | +124.4% | +103.0% |
| 5Y | +144.8% | -10.6% | +155.5% | +130.1% |
| 10Y | +375.8% | +11.3% | +364.5% | +232.6% |
| All | +3,646.0% | +859.0% | +2,787.0% | +1,715.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling