+29.4%
B vs SM
+70.4%
-41.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -15.3% | +23.6% | +5.3% |
| 7D | +1.1% | -21.5% | +22.6% | -2.9% |
| 30D | +0.3% | -11.4% | +11.7% | -1.7% |
| 3M | +5.4% | +0.6% | +4.8% | +6.8% |
| 6M | +5.5% | +0.2% | +5.3% | +7.4% |
| YTD | -6.3% | +69.7% | -76.0% | -6.2% |
| 1Y | +29.4% | +71.6% | -42.2% | +29.6% |
| All | +29.4% | +70.4% | -41.0% | +29.6% |
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 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