+63.1%
DD vs SM
+111.2%
-48.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -0.8% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | -7.4% | +31.5% | -38.9% | -12.0% |
| 3M | -6.4% | +17.3% | -23.8% | -9.9% |
| 6M | -2.5% | +48.5% | -51.0% | -11.8% |
| YTD | +10.2% | +106.3% | -96.0% | -7.7% |
| 1Y | +36.9% | +47.3% | -10.4% | +22.7% |
| 3Y | +47.0% | -1.4% | +48.4% | +37.3% |
| 5Y | +63.1% | +114.0% | -50.9% | +19.5% |
| All | +63.1% | +111.2% | -48.1% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling