+805.9%
ES vs SM
+1,302.7%
-496.8%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.9% | -2.9% |
| 7D | +1.9% | -25.9% | +27.8% | +3.1% |
| 30D | +7.1% | -15.1% | +22.2% | +7.7% |
| 3M | -1.9% | +4.9% | -6.8% | -2.4% |
| 6M | +4.4% | +6.1% | -1.8% | +3.6% |
| YTD | +7.3% | +63.4% | -56.1% | +4.2% |
| 1Y | +2.1% | +72.5% | -70.3% | -1.1% |
| 3Y | +41.8% | -16.9% | +58.7% | +40.5% |
| 5Y | +1.4% | -10.6% | +12.1% | -1.2% |
| 10Y | +86.8% | +11.3% | +75.5% | +61.3% |
| All | +805.9% | +1,302.7% | -496.8% | +482.8% |
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