+1,269.9%
DD vs SM
+1,360.8%
-90.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.6% | -6.4% | -1.7% |
| 7D | +3.2% | +0.3% | +2.9% | +3.1% |
| 30D | +20.3% | -17.3% | +37.6% | +23.6% |
| 3M | +8.2% | -3.6% | +11.8% | +8.0% |
| 6M | +3.4% | +2.9% | +0.5% | +1.0% |
| YTD | +30.6% | +70.2% | -39.6% | +15.7% |
| 1Y | +30.6% | +66.5% | -35.9% | +16.0% |
| 3Y | +91.1% | -8.2% | +99.3% | +83.0% |
| 5Y | +68.6% | -1.5% | +70.1% | +53.1% |
| 10Y | +99.9% | +11.9% | +88.0% | +24.1% |
| All | +1,269.9% | +1,360.8% | -90.9% | +496.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling