+43.9%
DE vs SM
+84.2%
-40.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +0.3% | +9.4% | -9.1% | +0.4% |
| 30D | +3.6% | -14.4% | +17.9% | +3.5% |
| 3M | +10.2% | +1.6% | +8.7% | +10.7% |
| 6M | +16.6% | +6.3% | +10.2% | +18.1% |
| YTD | +45.8% | +78.8% | -33.0% | +31.5% |
| 1Y | +43.9% | +83.1% | -39.2% | +30.0% |
| All | +43.9% | +84.2% | -40.3% | +30.0% |
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