+93.1%
DD vs SM
-14.2%
+107.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.7% | +8.6% | +6.3% |
| 7D | +9.8% | -22.3% | +32.1% | +13.4% |
| 30D | +19.3% | -21.4% | +40.7% | +22.9% |
| 3M | +9.4% | +1.4% | +8.0% | +8.0% |
| 6M | +4.8% | +0.1% | +4.7% | +2.3% |
| YTD | +30.2% | +59.0% | -28.7% | +11.2% |
| 1Y | +32.2% | +64.3% | -32.1% | +11.5% |
| 3Y | +93.1% | -13.1% | +106.2% | +74.4% |
| All | +93.1% | -14.2% | +107.3% | +74.4% |
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