+94.7%
DE vs SM
-8.5%
+103.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.6% | -5.0% | 0.0% |
| 7D | +2.3% | +0.3% | +1.9% | +2.2% |
| 30D | +9.3% | -17.3% | +26.7% | +11.5% |
| 3M | +12.2% | -3.6% | +15.8% | +12.0% |
| 6M | +18.1% | +2.9% | +15.2% | +16.2% |
| YTD | +49.8% | +70.2% | -20.4% | +32.3% |
| 1Y | +46.4% | +66.5% | -20.1% | +29.6% |
| All | +94.7% | -8.5% | +103.3% | +80.5% |
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