+66.7%
AU vs SM
+48.5%
+18.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -4.3% | +4.6% | -8.8% | -3.3% |
| 30D | +7.3% | +18.2% | -10.9% | +11.7% |
| 3M | +26.3% | +22.5% | +3.8% | +33.5% |
| 6M | +1.8% | +50.6% | -48.8% | +10.4% |
| YTD | +26.8% | +108.1% | -81.3% | +34.4% |
| 1Y | +66.7% | +46.0% | +20.7% | +70.9% |
| All | +66.7% | +48.5% | +18.2% | +70.9% |
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