+186.7%
B vs SM
+8.2%
+178.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.5% |
| 7D | +9.6% | -25.9% | +35.5% | +10.1% |
| 30D | +3.5% | -15.1% | +18.6% | +3.7% |
| 3M | -1.6% | +4.9% | -6.4% | -1.8% |
| 6M | -1.7% | +6.1% | -7.8% | -2.1% |
| YTD | -5.3% | +63.4% | -68.8% | -7.0% |
| 1Y | +27.2% | +72.5% | -45.3% | +24.8% |
| 3Y | +166.1% | -16.9% | +183.0% | +164.6% |
| 5Y | +136.5% | -10.6% | +147.1% | +134.3% |
| All | +186.7% | +8.2% | +178.5% | +175.3% |
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