+105.5%
B vs SM
+5.5%
+100.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.7% |
| 7D | -7.3% | +9.4% | -16.7% | -7.7% |
| 30D | -3.3% | -14.4% | +11.0% | -2.8% |
| 3M | -7.8% | +1.6% | -9.3% | -8.3% |
| 6M | -15.5% | +6.3% | -21.9% | -16.7% |
| YTD | -12.3% | +78.8% | -91.0% | -18.6% |
| 1Y | +5.4% | +83.1% | -77.8% | -2.6% |
| 3Y | +165.5% | -5.9% | +171.4% | +158.2% |
| All | +105.5% | +5.5% | +100.1% | +98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling