+93.1%
ES vs SM
+10.6%
+82.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.6% | -4.2% | +1.3% |
| 7D | +0.1% | +0.3% | -0.2% | +0.1% |
| 30D | +6.7% | -17.3% | +24.0% | +6.8% |
| 3M | +0.3% | -3.6% | +3.9% | +0.3% |
| 6M | +7.4% | +2.9% | +4.5% | +7.3% |
| YTD | +8.4% | +70.2% | -61.8% | +7.8% |
| 1Y | +0.6% | +66.5% | -65.9% | +0.1% |
| 3Y | +50.6% | -8.2% | +58.8% | +50.0% |
| 5Y | +4.8% | -1.5% | +6.3% | +4.5% |
| 10Y | +93.1% | +11.9% | +81.2% | +83.9% |
| All | +93.1% | +10.6% | +82.5% | +83.9% |
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