+89.2%
ES vs SM
+4.2%
+85.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | +0.2% |
| 7D | +0.9% | -19.5% | +20.4% | +1.0% |
| 30D | +5.9% | -20.2% | +26.1% | +6.0% |
| 3M | -1.0% | -6.5% | +5.5% | -1.0% |
| 6M | +7.2% | +1.6% | +5.6% | +7.1% |
| YTD | +7.0% | +61.2% | -54.3% | +6.4% |
| 1Y | +0.5% | +65.4% | -64.9% | -0.1% |
| 3Y | +48.7% | -13.0% | +61.7% | +48.1% |
| 5Y | +1.9% | -4.3% | +6.2% | +1.6% |
| 10Y | +89.2% | +3.0% | +86.1% | +79.5% |
| All | +89.2% | +4.2% | +85.0% | +79.5% |
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 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