+68.0%
DD vs SM
-13.5%
+81.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.7% | +8.6% | +6.3% |
| 7D | +9.8% | -22.3% | +32.1% | +14.2% |
| 30D | +19.3% | -21.4% | +40.7% | +23.7% |
| 3M | +9.4% | +1.4% | +8.0% | +7.9% |
| 6M | +4.8% | +0.1% | +4.7% | +2.4% |
| YTD | +30.2% | +59.0% | -28.7% | +13.0% |
| 1Y | +32.2% | +64.3% | -32.1% | +13.5% |
| 3Y | +93.1% | -13.1% | +106.2% | +82.4% |
| 5Y | +68.0% | -13.9% | +81.9% | +53.9% |
| All | +68.0% | -13.5% | +81.5% | +53.9% |
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