+23.6%
EW vs SM
+78.0%
-54.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.2% | +0.6% |
| 7D | +4.9% | +10.6% | -5.7% | +6.2% |
| 30D | +24.1% | -15.0% | +39.0% | +22.3% |
| 3M | +13.7% | +1.7% | +12.0% | +13.6% |
| 6M | +32.7% | +5.9% | +26.8% | +33.2% |
| YTD | +24.1% | +79.0% | -54.9% | +25.6% |
| 1Y | +23.6% | +84.7% | -61.0% | +24.8% |
| All | +23.6% | +78.0% | -54.3% | +24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling