+48.7%
ES vs SM
-12.9%
+61.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | +0.2% |
| 7D | +0.9% | -19.5% | +20.4% | +1.2% |
| 30D | +5.9% | -20.2% | +26.1% | +6.3% |
| 3M | -1.0% | -6.5% | +5.5% | -1.2% |
| 6M | +7.2% | +1.6% | +5.6% | +6.4% |
| YTD | +7.0% | +61.2% | -54.3% | +2.8% |
| 1Y | +0.5% | +65.4% | -64.9% | -3.7% |
| 3Y | +48.7% | -13.0% | +61.7% | +33.3% |
| All | +48.7% | -12.9% | +61.5% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling