+24.5%
EW vs SM
+62.4%
-37.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.7% | +5.3% | +2.2% |
| 7D | +12.3% | -22.3% | +34.6% | +9.5% |
| 30D | +22.9% | -21.4% | +44.2% | +20.0% |
| 3M | +16.7% | +1.4% | +15.4% | +15.8% |
| 6M | +31.0% | +0.1% | +30.8% | +30.3% |
| YTD | +22.8% | +59.0% | -36.1% | +22.3% |
| All | +24.5% | +62.4% | -37.9% | +23.7% |
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