+207.2%
C vs SM
+18.2%
+189.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.2% | -5.3% | -1.0% |
| 7D | +4.7% | +10.6% | -5.9% | +2.8% |
| 30D | +0.2% | -15.0% | +15.1% | +2.6% |
| 3M | -9.3% | +1.7% | -11.0% | -10.5% |
| 6M | -0.8% | +5.9% | -6.7% | -3.9% |
| YTD | +8.5% | +79.0% | -70.5% | -6.1% |
| 1Y | +23.1% | +84.7% | -61.6% | +5.7% |
| 3Y | +220.8% | -3.5% | +224.2% | +202.4% |
| 5Y | +112.4% | +4.9% | +107.5% | +88.0% |
| All | +207.2% | +18.2% | +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