+365.1%
B vs SM
+1,608.3%
-1,243.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -2.0% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +9.4% | +26.3% | -16.9% | +6.7% |
| 3M | +5.0% | +8.7% | -3.7% | +3.5% |
| 6M | -3.5% | +51.7% | -55.2% | -8.9% |
| YTD | +4.5% | +99.0% | -94.6% | -4.3% |
| 1Y | +67.8% | +34.6% | +33.2% | +59.6% |
| 3Y | +196.7% | -7.8% | +204.4% | +187.9% |
| 5Y | +151.9% | +104.8% | +47.1% | +117.3% |
| 10Y | +202.2% | +7.2% | +194.9% | +119.9% |
| All | +365.1% | +1,608.3% | -1,243.3% | +102.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling