+271.2%
EW vs SM
+18.0%
+253.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +4.9% | +9.4% | -4.5% | +4.3% |
| 30D | +23.9% | -14.4% | +38.3% | +24.8% |
| 3M | +15.8% | +1.6% | +14.2% | +15.2% |
| 6M | +31.7% | +6.3% | +25.3% | +30.2% |
| YTD | +25.7% | +78.8% | -53.1% | +19.7% |
| 1Y | +24.4% | +83.1% | -58.7% | +18.2% |
| 3Y | +65.9% | -5.9% | +71.8% | +61.8% |
| 5Y | -7.6% | +4.8% | -12.4% | -12.1% |
| All | +271.2% | +18.0% | +253.2% | +186.3% |
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