+25.8%
C vs SM
+72.9%
-47.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.6% | -4.0% | +2.1% |
| 7D | -0.4% | +0.3% | -0.7% | -0.4% |
| 30D | -5.3% | -17.3% | +12.0% | -6.9% |
| 3M | -8.0% | -3.6% | -4.4% | -7.9% |
| 6M | -0.3% | +2.9% | -3.2% | +1.0% |
| YTD | +8.6% | +70.2% | -61.6% | +8.5% |
| 1Y | +25.8% | +66.5% | -40.7% | +25.8% |
| All | +25.8% | +72.9% | -47.1% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling