+672.3%
AU vs SM
+23.0%
+649.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -4.3% | +4.6% | -8.8% | -4.3% |
| 30D | +7.3% | +18.2% | -10.9% | +7.0% |
| 3M | +26.3% | +22.5% | +3.8% | +25.8% |
| 6M | +1.8% | +50.6% | -48.8% | +0.5% |
| YTD | +26.8% | +108.1% | -81.3% | +24.0% |
| 1Y | +66.7% | +46.0% | +20.7% | +64.5% |
| 3Y | +579.1% | +2.9% | +576.2% | +573.1% |
| 5Y | +689.3% | +112.6% | +576.7% | +676.5% |
| All | +672.3% | +23.0% | +649.3% | +664.7% |
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