+76.3%
DE vs SM
-1.2%
+77.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -3.0% | -0.2% | -2.8% | -3.0% |
| 30D | +11.1% | +20.3% | -9.1% | +8.6% |
| 3M | +17.6% | +22.9% | -5.3% | +14.1% |
| 6M | +13.6% | +47.8% | -34.2% | +5.7% |
| YTD | +46.3% | +107.5% | -61.2% | +27.2% |
| 1Y | +44.2% | +51.7% | -7.6% | +32.3% |
| All | +76.3% | -1.2% | +77.5% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling