+6,438.2%
EW vs SM
+502.1%
+5,936.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.3% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +1.0% | +26.3% | -25.3% | -0.9% |
| 3M | +2.8% | +8.7% | -5.9% | +1.7% |
| 6M | +5.5% | +51.7% | -46.2% | +1.1% |
| YTD | +5.5% | +99.0% | -93.6% | -1.3% |
| 1Y | +11.0% | +34.6% | -23.5% | +7.0% |
| 3Y | +17.7% | -7.8% | +25.5% | +14.8% |
| 5Y | -25.7% | +104.8% | -130.5% | -34.0% |
| 10Y | +132.8% | +7.2% | +125.6% | +78.3% |
| All | +6,438.2% | +502.1% | +5,936.1% | +3,763.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling