+854.6%
DE vs SM
+23.2%
+831.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -2.4% | +2.1% | -4.5% | -2.6% |
| 30D | +9.7% | +18.1% | -8.4% | +7.5% |
| 3M | +21.4% | +17.0% | +4.4% | +18.4% |
| 6M | +15.0% | +55.4% | -40.4% | +7.6% |
| YTD | +46.4% | +108.6% | -62.1% | +31.8% |
| 1Y | +45.6% | +45.7% | 0.0% | +36.6% |
| 3Y | +76.8% | -0.3% | +77.1% | +70.0% |
| 5Y | +99.4% | +113.0% | -13.6% | +72.0% |
| All | +854.6% | +23.2% | +831.3% | +583.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling