+83.2%
ES vs SM
+6.6%
+76.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.6% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | -2.0% | +26.3% | -28.3% | -2.1% |
| 3M | +1.7% | +8.7% | -7.0% | +1.6% |
| 6M | -3.5% | +51.7% | -55.2% | -3.9% |
| YTD | +7.9% | +99.0% | -91.1% | +7.2% |
| 1Y | +17.2% | +34.6% | -17.4% | +16.7% |
| 3Y | +29.3% | -7.8% | +37.1% | +28.8% |
| 5Y | -5.7% | +104.8% | -110.5% | -6.1% |
| All | +83.2% | +6.6% | +76.6% | +77.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling