+45.6%
DE vs SM
+51.5%
-5.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -2.4% | +2.1% | -4.5% | -2.4% |
| 30D | +9.7% | +18.1% | -8.4% | +9.9% |
| 3M | +21.4% | +17.0% | +4.4% | +22.3% |
| 6M | +15.0% | +55.4% | -40.4% | +12.6% |
| YTD | +46.4% | +108.6% | -62.1% | +37.1% |
| 1Y | +45.6% | +45.7% | 0.0% | +39.4% |
| All | +45.6% | +51.5% | -5.9% | +39.4% |
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