+12.8%
AR vs SM
+84.2%
-71.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +7.4% | +9.4% | -2.0% | +2.9% |
| 30D | +5.8% | -14.4% | +20.1% | +12.8% |
| 3M | +5.2% | +1.6% | +3.7% | +3.5% |
| 6M | +5.4% | +6.3% | -0.9% | +0.6% |
| YTD | +12.4% | +78.8% | -66.4% | -18.3% |
| 1Y | +12.8% | +83.1% | -70.3% | -19.4% |
| All | +12.8% | +84.2% | -71.4% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling