+214.8%
B vs SM
+18.0%
+196.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.7% |
| 7D | -7.3% | +9.4% | -16.7% | -7.5% |
| 30D | -3.3% | -14.4% | +11.0% | -3.2% |
| 3M | -7.8% | +1.6% | -9.3% | -7.9% |
| 6M | -15.5% | +6.3% | -21.9% | -15.9% |
| YTD | -12.3% | +78.8% | -91.0% | -13.9% |
| 1Y | +5.4% | +83.1% | -77.8% | +3.3% |
| 3Y | +165.5% | -5.9% | +171.4% | +163.4% |
| 5Y | +107.0% | +4.8% | +102.2% | +104.7% |
| All | +214.8% | +18.0% | +196.8% | +202.8% |
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