+239.8%
EW vs SM
+4.9%
+234.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.7% | +5.3% | +2.7% |
| 7D | +12.3% | -22.3% | +34.6% | +13.8% |
| 30D | +22.9% | -21.4% | +44.2% | +24.4% |
| 3M | +16.7% | +1.4% | +15.4% | +16.1% |
| 6M | +31.0% | +0.1% | +30.8% | +29.9% |
| YTD | +22.8% | +59.0% | -36.1% | +17.8% |
| 1Y | +25.6% | +64.3% | -38.8% | +20.0% |
| 3Y | +62.0% | -13.1% | +75.1% | +58.7% |
| 5Y | -12.8% | -13.9% | +1.1% | -16.0% |
| 10Y | +239.8% | +1.7% | +238.1% | +163.3% |
| All | +239.8% | +4.9% | +234.9% | +163.3% |
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