+108.4%
B vs SM
+5.1%
+103.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.2% | -8.3% | -3.3% |
| 7D | -6.2% | +10.6% | -16.8% | -6.6% |
| 30D | -6.6% | -15.0% | +8.4% | -6.1% |
| 3M | -7.9% | +1.7% | -9.5% | -8.4% |
| 6M | -16.8% | +5.9% | -22.7% | -17.9% |
| YTD | -11.7% | +79.0% | -90.7% | -18.1% |
| 1Y | +3.5% | +84.7% | -81.2% | -4.4% |
| 3Y | +165.7% | -3.5% | +169.2% | +157.6% |
| 5Y | +108.4% | +4.9% | +103.5% | +101.7% |
| All | +108.4% | +5.1% | +103.3% | +101.7% |
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