+832.8%
ES vs SM
+1,289.1%
-456.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.6% | +6.7% | +2.3% |
| 7D | +5.9% | -25.1% | +31.1% | +7.2% |
| 30D | +10.2% | -15.6% | +25.8% | +10.9% |
| 3M | +0.4% | +2.7% | -2.3% | 0.0% |
| 6M | +6.9% | -3.8% | +10.7% | +6.6% |
| YTD | +10.5% | +61.8% | -51.3% | +7.3% |
| 1Y | +3.2% | +71.4% | -68.2% | -0.1% |
| 3Y | +49.0% | -20.7% | +69.8% | +47.9% |
| 5Y | +4.5% | -11.5% | +16.0% | +1.8% |
| 10Y | +92.3% | +10.2% | +82.1% | +66.2% |
| All | +832.8% | +1,289.1% | -456.2% | +500.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling