+236.1%
EW vs SM
+4.2%
+231.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.8% |
| 7D | +9.3% | -19.5% | +28.8% | +10.5% |
| 30D | +22.1% | -20.2% | +42.3% | +23.4% |
| 3M | +13.0% | -6.5% | +19.5% | +13.0% |
| 6M | +30.1% | +1.6% | +28.5% | +29.0% |
| YTD | +22.0% | +61.2% | -39.2% | +16.9% |
| 1Y | +23.7% | +65.4% | -41.7% | +18.2% |
| 3Y | +62.0% | -13.0% | +75.0% | +58.7% |
| 5Y | -12.4% | -4.3% | -8.2% | -16.2% |
| 10Y | +236.1% | +3.0% | +233.0% | +160.0% |
| All | +236.1% | +4.2% | +231.9% | +160.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling