+8.1%
EW vs SM
+46.7%
-38.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.6% | -7.2% | -3.3% |
| 7D | -4.4% | -0.2% | -4.3% | -4.4% |
| 30D | -3.3% | +31.5% | -34.9% | -1.9% |
| 3M | +1.0% | +17.3% | -16.3% | +2.0% |
| 6M | +6.2% | +48.5% | -42.3% | +8.5% |
| YTD | +1.7% | +106.3% | -104.5% | +3.9% |
| 1Y | +8.1% | +47.3% | -39.2% | +9.0% |
| All | +8.1% | +46.7% | -38.6% | +9.0% |
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 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