+659.3%
C vs SM
+1,608.3%
-949.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.2% |
| 7D | +3.6% | +0.1% | +3.5% | +3.6% |
| 30D | +0.1% | +26.3% | -26.2% | -4.7% |
| 3M | +2.4% | +8.7% | -6.3% | -0.4% |
| 6M | +24.9% | +51.7% | -26.7% | +12.4% |
| YTD | +19.8% | +99.0% | -79.2% | +1.6% |
| 1Y | +44.9% | +34.6% | +10.3% | +31.9% |
| 3Y | +263.0% | -7.8% | +270.7% | +246.1% |
| 5Y | +129.5% | +104.8% | +24.7% | +76.7% |
| 10Y | +291.6% | +7.2% | +284.4% | +124.7% |
| All | +659.3% | +1,608.3% | -949.1% | +199.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling