+207.0%
C vs SM
+18.0%
+189.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +4.2% | +9.4% | -5.2% | +2.4% |
| 30D | +2.0% | -14.4% | +16.3% | +4.3% |
| 3M | -10.1% | +1.6% | -11.7% | -11.3% |
| 6M | +1.0% | +6.3% | -5.4% | -2.2% |
| YTD | +8.5% | +78.8% | -70.3% | -6.2% |
| 1Y | +25.7% | +83.1% | -57.4% | +8.1% |
| 3Y | +216.0% | -5.9% | +221.9% | +199.3% |
| 5Y | +112.3% | +4.8% | +107.5% | +88.0% |
| All | +207.0% | +18.0% | +189.0% | +60.9% |
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 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