+6.9%
ES vs SM
-3.8%
+10.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.6% | +6.7% | +1.8% |
| 7D | +5.9% | -25.1% | +31.1% | +4.1% |
| 30D | +10.2% | -15.6% | +25.8% | +9.1% |
| 3M | +0.4% | +2.7% | -2.3% | +0.4% |
| 6M | +6.9% | -3.8% | +10.7% | +5.7% |
| All | +6.9% | -3.8% | +10.7% | +5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling