+107.4%
DE vs SM
-0.4%
+107.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.6% | -5.0% | -0.3% |
| 7D | +2.3% | +0.3% | +1.9% | +2.2% |
| 30D | +9.3% | -17.3% | +26.7% | +12.4% |
| 3M | +12.2% | -3.6% | +15.8% | +12.0% |
| 6M | +18.1% | +2.9% | +15.2% | +15.4% |
| YTD | +49.8% | +70.2% | -20.4% | +30.3% |
| 1Y | +46.4% | +66.5% | -20.1% | +27.6% |
| 3Y | +92.5% | -8.2% | +100.7% | +81.8% |
| 5Y | +107.4% | -1.5% | +108.9% | +83.4% |
| All | +107.4% | -0.4% | +107.8% | +83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling