+74.2%
AR vs SM
-11.5%
+85.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.4% |
| 7D | -14.3% | -25.9% | +11.6% | +0.2% |
| 30D | +1.4% | -15.1% | +16.6% | +10.0% |
| 3M | +3.4% | +4.9% | -1.5% | -0.8% |
| 6M | -2.1% | +6.1% | -8.2% | -8.0% |
| YTD | +4.7% | +63.4% | -58.7% | -24.3% |
| 1Y | +10.6% | +72.5% | -61.9% | -22.6% |
| 3Y | +24.6% | -16.9% | +41.5% | +22.3% |
| All | +74.2% | -11.5% | +85.7% | +58.4% |
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 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