+35.1%
DD vs SM
+46.0%
-10.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.5% |
| 7D | -3.8% | -0.2% | -3.5% | -3.8% |
| 30D | -9.2% | +20.3% | -29.5% | -7.5% |
| 3M | -9.0% | +22.9% | -31.9% | -6.9% |
| 6M | -5.0% | +47.8% | -52.8% | -2.4% |
| YTD | +7.4% | +107.5% | -100.1% | +9.1% |
| 1Y | +35.1% | +51.7% | -16.6% | +36.1% |
| All | +35.1% | +46.0% | -10.9% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling