+7,595.3%
EW vs SM
+414.9%
+7,180.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.6% | -3.8% | +1.3% |
| 7D | +6.5% | +0.3% | +6.2% | +6.4% |
| 30D | +22.5% | -17.3% | +39.8% | +24.0% |
| 3M | +13.0% | -3.6% | +16.6% | +12.7% |
| 6M | +37.1% | +2.9% | +34.2% | +35.6% |
| YTD | +24.1% | +70.2% | -46.1% | +17.1% |
| 1Y | +24.2% | +66.5% | -42.3% | +17.3% |
| 3Y | +64.8% | -8.2% | +73.0% | +60.0% |
| 5Y | -7.4% | -1.5% | -6.0% | -12.7% |
| 10Y | +248.8% | +11.9% | +236.9% | +164.3% |
| All | +7,595.3% | +414.9% | +7,180.4% | +4,483.0% |
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 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