-0.1%
ES vs SM
+70.4%
-70.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -15.3% | +17.4% | +1.4% |
| 7D | +5.3% | -21.5% | +26.8% | +4.3% |
| 30D | +8.9% | -11.4% | +20.3% | +8.4% |
| 3M | -1.9% | +0.6% | -2.6% | -2.0% |
| 6M | +3.9% | +0.2% | +3.6% | +3.7% |
| YTD | +8.3% | +69.7% | -61.4% | +2.6% |
| 1Y | -0.1% | +71.6% | -71.7% | -6.1% |
| All | -0.1% | +70.4% | -70.5% | -6.1% |
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