+3,716.0%
ALL vs SM
+1,068.0%
+2,647.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.1% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -1.5% | +26.3% | -27.8% | -4.2% |
| 3M | +23.6% | +8.7% | +14.9% | +21.9% |
| 6M | +22.3% | +51.7% | -29.3% | +15.6% |
| YTD | +26.5% | +99.0% | -72.5% | +15.6% |
| 1Y | +27.0% | +34.6% | -7.6% | +20.9% |
| 3Y | +149.6% | -7.8% | +157.3% | +142.0% |
| 5Y | +118.1% | +104.8% | +13.3% | +86.5% |
| 10Y | +369.0% | +7.2% | +361.7% | +231.3% |
| All | +3,716.0% | +1,068.0% | +2,647.9% | +1,716.3% |
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