+216.1%
C vs SM
-12.9%
+229.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.1% |
| 7D | -0.4% | -19.5% | +19.1% | +2.1% |
| 30D | -5.2% | -20.2% | +15.0% | -2.9% |
| 3M | -9.1% | -6.5% | -2.6% | -9.3% |
| 6M | -1.6% | +1.6% | -3.1% | -4.0% |
| YTD | +6.9% | +61.2% | -54.3% | -7.9% |
| 1Y | +23.0% | +65.4% | -42.4% | +4.9% |
| 3Y | +216.1% | -13.0% | +229.2% | +197.6% |
| All | +216.1% | -12.9% | +229.0% | +197.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling