+175.9%
B vs SM
-8.5%
+184.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.6% | -7.1% | -1.5% |
| 7D | -2.7% | +0.3% | -3.0% | -2.6% |
| 30D | -4.3% | -17.3% | +13.0% | -4.5% |
| 3M | -2.3% | -3.6% | +1.3% | -2.6% |
| 6M | -16.2% | +2.9% | -19.1% | -16.7% |
| YTD | -8.8% | +70.2% | -79.0% | -14.2% |
| 1Y | +11.4% | +66.5% | -55.1% | +5.0% |
| All | +175.9% | -8.5% | +184.5% | +158.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling