+16.9%
D vs SM
+62.4%
-45.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.6% |
| 7D | +0.8% | -22.3% | +23.0% | +0.3% |
| 30D | +10.7% | -21.4% | +32.1% | +10.2% |
| 3M | +2.3% | +1.4% | +0.9% | +1.7% |
| 6M | +12.5% | +0.1% | +12.4% | +11.7% |
| YTD | +20.1% | +59.0% | -38.9% | +17.5% |
| All | +16.9% | +62.4% | -45.5% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling