+47.0%
DD vs SM
-6.8%
+53.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.7% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | -10.3% | +26.3% | -36.6% | -13.6% |
| 3M | -7.5% | +8.7% | -16.2% | -9.3% |
| 6M | -8.0% | +51.7% | -59.7% | -17.4% |
| YTD | +10.5% | +99.0% | -88.6% | -7.8% |
| 1Y | +38.3% | +34.6% | +3.7% | +27.3% |
| All | +47.0% | -6.8% | +53.8% | +33.8% |
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 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