+99.4%
DD vs SM
+18.2%
+81.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.2% | -5.8% | -1.3% |
| 7D | +6.7% | +10.6% | -3.9% | +5.1% |
| 30D | +19.4% | -15.0% | +34.4% | +21.7% |
| 3M | +7.6% | +1.7% | +6.0% | +6.6% |
| 6M | +2.9% | +5.9% | -3.0% | +0.4% |
| YTD | +29.9% | +79.0% | -49.1% | +15.9% |
| 1Y | +28.6% | +84.7% | -56.0% | +14.2% |
| 3Y | +90.0% | -3.5% | +93.5% | +81.5% |
| 5Y | +68.1% | +4.9% | +63.2% | +53.7% |
| All | +99.4% | +18.2% | +81.3% | +33.5% |
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