+73.3%
D vs SM
-20.0%
+93.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.5% |
| 7D | +3.0% | -25.9% | +28.9% | +3.6% |
| 30D | +11.5% | -15.1% | +26.6% | +11.7% |
| 3M | +3.7% | +4.9% | -1.1% | +3.2% |
| 6M | +13.5% | +6.1% | +7.4% | +12.7% |
| YTD | +20.7% | +63.4% | -42.7% | +17.5% |
| 1Y | +18.2% | +72.5% | -54.2% | +14.7% |
| 3Y | +73.3% | -16.9% | +90.2% | +62.6% |
| All | +73.3% | -20.0% | +93.3% | +62.6% |
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 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