+559.9%
C vs SM
+1,302.7%
-742.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -2.4% | -25.9% | +23.5% | +3.0% |
| 30D | -6.0% | -15.1% | +9.1% | -3.5% |
| 3M | -10.5% | +4.9% | -15.4% | -12.4% |
| 6M | -5.7% | +6.1% | -11.9% | -8.9% |
| YTD | +4.1% | +63.4% | -59.3% | -9.0% |
| 1Y | +20.5% | +72.5% | -52.0% | +3.9% |
| 3Y | +208.1% | -16.9% | +225.0% | +198.0% |
| 5Y | +110.4% | -10.6% | +121.1% | +90.4% |
| 10Y | +234.6% | +11.3% | +223.3% | +89.9% |
| All | +559.9% | +1,302.7% | -742.7% | +168.0% |
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