+46.1%
DE vs SM
+70.4%
-24.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -15.3% | +16.9% | +1.4% |
| 7D | +5.6% | -21.5% | +27.1% | +5.4% |
| 30D | -0.8% | -11.4% | +10.5% | -0.9% |
| 3M | +9.8% | +0.6% | +9.2% | +10.4% |
| 6M | +17.5% | +0.2% | +17.3% | +19.0% |
| YTD | +46.5% | +69.7% | -23.2% | +35.1% |
| 1Y | +46.1% | +71.6% | -25.5% | +35.2% |
| All | +46.1% | +70.4% | -24.3% | +35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling