+1,521.1%
D vs SM
+1,360.8%
+160.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.6% | -6.0% | -0.8% |
| 7D | -2.4% | +0.3% | -2.7% | -2.5% |
| 30D | +9.0% | -17.3% | +26.3% | +9.9% |
| 3M | +1.0% | -3.6% | +4.5% | +0.9% |
| 6M | +11.0% | +2.9% | +8.1% | +10.2% |
| YTD | +19.8% | +70.2% | -50.4% | +15.4% |
| 1Y | +16.0% | +66.5% | -50.5% | +11.7% |
| 3Y | +74.4% | -8.2% | +82.6% | +71.4% |
| 5Y | +13.5% | -1.5% | +15.0% | +9.3% |
| 10Y | +48.4% | +11.9% | +36.5% | +23.5% |
| All | +1,521.1% | +1,360.8% | +160.3% | +903.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling