+76.0%
D vs SM
-8.5%
+84.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.6% | -6.0% | -0.6% |
| 7D | -2.4% | +0.3% | -2.7% | -2.4% |
| 30D | +9.0% | -17.3% | +26.3% | +9.3% |
| 3M | +1.0% | -3.6% | +4.5% | +0.7% |
| 6M | +11.0% | +2.9% | +8.1% | +10.4% |
| YTD | +19.8% | +70.2% | -50.4% | +16.4% |
| 1Y | +16.0% | +66.5% | -50.5% | +12.7% |
| All | +76.0% | -8.5% | +84.6% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling