+55.4%
ES vs SM
-3.9%
+59.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +2.7% | +9.4% | -6.7% | +2.5% |
| 30D | +7.6% | -14.4% | +22.0% | +7.9% |
| 3M | +0.5% | +1.6% | -1.1% | +0.2% |
| 6M | +7.6% | +6.3% | +1.2% | +6.9% |
| YTD | +10.2% | +78.8% | -68.6% | +5.6% |
| 1Y | +1.8% | +83.1% | -81.3% | -2.6% |
| 3Y | +55.4% | -5.9% | +61.3% | +39.6% |
| All | +55.4% | -3.9% | +59.3% | +39.6% |
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 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