+208.6%
B vs SM
+4.2%
+204.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.4% | -7.5% | -6.1% |
| 7D | +7.1% | -19.5% | +26.6% | +7.4% |
| 30D | -3.3% | -20.2% | +16.9% | -3.1% |
| 3M | -2.5% | -6.5% | +4.0% | -2.6% |
| 6M | -7.2% | +1.6% | -8.8% | -7.5% |
| YTD | -7.4% | +61.2% | -68.6% | -9.0% |
| 1Y | +16.4% | +65.4% | -48.9% | +14.3% |
| 3Y | +178.7% | -13.0% | +191.7% | +176.8% |
| 5Y | +121.7% | -4.3% | +126.0% | +119.5% |
| 10Y | +208.6% | +3.0% | +205.6% | +197.6% |
| All | +208.6% | +4.2% | +204.4% | +197.6% |
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 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