+48.3%
D vs SM
+4.2%
+44.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | +0.2% |
| 7D | +2.4% | -19.5% | +21.9% | +2.7% |
| 30D | +10.9% | -20.2% | +31.1% | +11.2% |
| 3M | +2.8% | -6.5% | +9.4% | +2.9% |
| 6M | +12.7% | +1.6% | +11.1% | +12.5% |
| YTD | +20.3% | +61.2% | -40.9% | +19.1% |
| 1Y | +17.1% | +65.4% | -48.2% | +15.9% |
| 3Y | +75.1% | -13.0% | +88.2% | +74.2% |
| 5Y | +13.1% | -4.3% | +17.4% | +12.1% |
| 10Y | +48.3% | +3.0% | +45.2% | +37.2% |
| All | +48.3% | +4.2% | +44.1% | +37.2% |
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 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