+977.1%
BE vs SM
+60.9%
+916.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.4% | -3.0% |
| 7D | +23.9% | -0.2% | +24.2% | +24.0% |
| 30D | +27.8% | +20.3% | +7.6% | +22.4% |
| 3M | +3.7% | +22.9% | -19.2% | -2.8% |
| 6M | +78.0% | +47.8% | +30.1% | +57.5% |
| YTD | +209.9% | +107.5% | +102.4% | +151.5% |
| 1Y | +389.6% | +51.7% | +337.9% | +323.2% |
| 3Y | +1,730.6% | -0.9% | +1,731.4% | +1,604.7% |
| 5Y | +1,227.8% | +112.2% | +1,115.6% | +919.9% |
| All | +977.1% | +60.9% | +916.2% | +398.4% |
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