+54.5%
AR vs SM
+4.2%
+50.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.9% |
| 7D | -5.8% | -19.5% | +13.7% | +2.8% |
| 30D | +4.8% | -20.2% | +25.0% | +14.7% |
| 3M | +1.5% | -6.5% | +8.0% | +3.5% |
| 6M | +4.7% | +1.6% | +3.1% | +2.2% |
| YTD | +9.2% | +61.2% | -52.0% | -13.2% |
| 1Y | +11.2% | +65.4% | -54.2% | -12.6% |
| 3Y | +46.2% | -13.0% | +59.3% | +43.5% |
| 5Y | +98.1% | -4.3% | +102.3% | +84.1% |
| 10Y | +54.5% | +3.0% | +51.5% | -20.5% |
| All | +54.5% | +4.2% | +50.3% | -20.5% |
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