+147.2%
AR vs SM
+107.8%
+39.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.7% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | +14.8% | +26.3% | -11.5% | +0.5% |
| 3M | +6.2% | +8.7% | -2.5% | 0.0% |
| 6M | +4.3% | +51.7% | -47.4% | -19.8% |
| YTD | +14.4% | +99.0% | -84.7% | -25.2% |
| 1Y | +21.3% | +34.6% | -13.3% | -2.3% |
| 3Y | +39.8% | -7.8% | +47.6% | +31.4% |
| All | +147.2% | +107.8% | +39.4% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling