+41.8%
AR vs SM
+12.3%
+29.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.5% | -2.3% |
| 7D | -1.8% | -0.2% | -1.7% | -1.8% |
| 30D | +12.6% | +31.5% | -18.9% | +0.1% |
| 3M | +10.0% | +17.3% | -7.3% | +1.9% |
| 6M | +0.6% | +48.5% | -47.9% | -16.3% |
| YTD | +13.4% | +106.3% | -92.9% | -18.1% |
| 1Y | +21.7% | +47.3% | -25.6% | +0.2% |
| 3Y | +45.8% | -1.4% | +47.2% | +36.5% |
| 5Y | +144.3% | +114.0% | +30.2% | +66.5% |
| 10Y | +41.8% | +12.5% | +29.3% | -30.4% |
| All | +41.8% | +12.3% | +29.5% | -30.4% |
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