+1,058.5%
DD vs SM
+1,608.3%
-549.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.8% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | -10.3% | +26.3% | -36.6% | -13.9% |
| 3M | -7.5% | +8.7% | -16.2% | -9.7% |
| 6M | -8.0% | +51.7% | -59.7% | -16.0% |
| YTD | +10.5% | +99.0% | -88.6% | -4.0% |
| 1Y | +38.3% | +34.6% | +3.7% | +27.6% |
| 3Y | +42.5% | -7.8% | +50.2% | +37.0% |
| 5Y | +60.2% | +104.8% | -44.6% | +29.1% |
| 10Y | +68.9% | +7.2% | +61.6% | +6.1% |
| All | +1,058.5% | +1,608.3% | -549.8% | +395.2% |
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