+95.7%
ES vs SM
+18.2%
+77.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.3% | +0.8% |
| 7D | -1.1% | +10.6% | -11.7% | -1.1% |
| 30D | +8.2% | -15.0% | +23.2% | +8.3% |
| 3M | +0.6% | +1.7% | -1.1% | +0.6% |
| 6M | +6.0% | +5.9% | +0.1% | +5.9% |
| YTD | +9.3% | +79.0% | -69.7% | +8.7% |
| 1Y | +1.1% | +84.7% | -83.5% | +0.5% |
| 3Y | +51.9% | -3.5% | +55.4% | +51.3% |
| 5Y | +6.5% | +4.9% | +1.5% | +6.0% |
| All | +95.7% | +18.2% | +77.6% | +86.0% |
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