+208.8%
C vs SM
+4.2%
+204.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | 0.0% |
| 7D | -0.4% | -19.5% | +19.1% | +3.3% |
| 30D | -5.2% | -20.2% | +15.0% | -1.8% |
| 3M | -9.1% | -6.5% | -2.6% | -8.9% |
| 6M | -1.6% | +1.6% | -3.1% | -3.9% |
| YTD | +6.9% | +61.2% | -54.3% | -5.7% |
| 1Y | +23.0% | +65.4% | -42.4% | +7.6% |
| 3Y | +216.1% | -13.0% | +229.2% | +203.7% |
| 5Y | +112.2% | -4.3% | +116.5% | +91.0% |
| 10Y | +208.8% | +3.0% | +205.8% | +65.5% |
| All | +208.8% | +4.2% | +204.6% | +65.5% |
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