+200.5%
B vs SM
+4.9%
+195.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.7% | +7.0% | +4.3% |
| 7D | +11.3% | -22.3% | +33.6% | +11.7% |
| 30D | +2.9% | -21.4% | +24.3% | +3.3% |
| 3M | -2.9% | +1.4% | -4.2% | -3.1% |
| 6M | -1.2% | +0.1% | -1.3% | -1.5% |
| YTD | -1.3% | +59.0% | -60.3% | -3.0% |
| 1Y | +30.4% | +64.3% | -33.9% | +28.0% |
| 3Y | +195.3% | -13.1% | +208.4% | +193.2% |
| 5Y | +146.2% | -13.9% | +160.1% | +144.0% |
| 10Y | +200.5% | +1.7% | +198.8% | +188.7% |
| All | +200.5% | +4.9% | +195.5% | +188.7% |
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