+99.7%
DD vs SM
+4.2%
+95.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.9% |
| 7D | +2.2% | -19.5% | +21.7% | +5.2% |
| 30D | +20.7% | -20.2% | +40.9% | +24.2% |
| 3M | +11.3% | -6.5% | +17.8% | +11.7% |
| 6M | +6.0% | +1.6% | +4.4% | +4.1% |
| YTD | +31.7% | +61.2% | -29.5% | +19.4% |
| 1Y | +32.2% | +65.4% | -33.1% | +19.2% |
| 3Y | +92.7% | -13.0% | +105.7% | +86.9% |
| 5Y | +72.1% | -4.3% | +76.4% | +59.5% |
| 10Y | +99.7% | +3.0% | +96.6% | +35.8% |
| All | +99.7% | +4.2% | +95.5% | +35.8% |
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