+19,706.7%
DE vs SM
+1,436.3%
+18,270.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.2% | -7.0% | -2.7% |
| 7D | +2.3% | +10.6% | -8.3% | +0.7% |
| 30D | +4.4% | -15.0% | +19.4% | +6.6% |
| 3M | +9.8% | +1.7% | +8.1% | +8.7% |
| 6M | +15.8% | +5.9% | +9.9% | +12.9% |
| YTD | +47.0% | +79.0% | -32.0% | +30.6% |
| 1Y | +42.8% | +84.7% | -41.9% | +26.1% |
| 3Y | +88.9% | -3.5% | +92.4% | +79.7% |
| 5Y | +101.9% | +4.9% | +96.9% | +82.6% |
| 10Y | +767.5% | +17.7% | +749.8% | +446.1% |
| All | +19,706.7% | +1,436.3% | +18,270.4% | +8,578.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling