+556.6%
C vs SM
+1,289.1%
-732.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.6% | -0.4% | -4.2% |
| 7D | -5.3% | -25.1% | +19.8% | -0.3% |
| 30D | -7.3% | -15.6% | +8.3% | -4.8% |
| 3M | -13.5% | +2.7% | -16.2% | -14.9% |
| 6M | -6.5% | -3.8% | -2.6% | -7.9% |
| YTD | +3.6% | +61.8% | -58.2% | -9.3% |
| 1Y | +18.9% | +71.4% | -52.5% | +2.7% |
| 3Y | +205.0% | -20.7% | +225.7% | +197.6% |
| 5Y | +109.4% | -11.5% | +120.9% | +89.8% |
| 10Y | +232.9% | +10.2% | +222.7% | +89.3% |
| All | +556.6% | +1,289.1% | -732.5% | +167.1% |
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