+49.1%
D vs SM
+18.0%
+31.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -1.4% | +9.4% | -10.8% | -1.5% |
| 30D | +7.7% | -14.4% | +22.1% | +7.9% |
| 3M | -0.3% | +1.6% | -1.8% | -0.4% |
| 6M | +10.1% | +6.3% | +3.7% | +9.8% |
| YTD | +19.1% | +78.8% | -59.7% | +17.7% |
| 1Y | +15.9% | +83.1% | -67.2% | +14.5% |
| 3Y | +75.0% | -5.9% | +80.9% | +73.9% |
| 5Y | +13.4% | +4.8% | +8.6% | +12.2% |
| All | +49.1% | +18.0% | +31.1% | +38.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling