-25.6%
AR vs SM
-52.9%
+27.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.2% | -3.9% | -0.8% |
| 7D | +6.4% | +10.6% | -4.2% | +2.1% |
| 30D | +3.1% | -15.0% | +18.1% | +9.5% |
| 3M | +3.3% | +1.7% | +1.6% | +1.7% |
| 6M | +6.6% | +5.9% | +0.7% | +2.4% |
| YTD | +12.3% | +79.0% | -66.7% | -13.4% |
| 1Y | +12.3% | +84.7% | -72.3% | -14.5% |
| 3Y | +50.4% | -3.5% | +53.9% | +42.0% |
| 5Y | +101.0% | +4.9% | +96.0% | +81.2% |
| 10Y | +57.5% | +17.7% | +39.8% | -18.2% |
| All | -25.6% | -52.9% | +27.3% | -56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling