+3.4%
EXC vs SM
+36.8%
-33.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -2.1% |
| 7D | -0.7% | -0.5% | -0.2% | -0.7% |
| 30D | -4.6% | +25.6% | -30.2% | -3.9% |
| 3M | -2.2% | +8.0% | -10.3% | -2.1% |
| 6M | -10.6% | +50.8% | -61.3% | -8.8% |
| YTD | +1.9% | +97.9% | -96.0% | +4.8% |
| 1Y | +3.4% | +33.8% | -30.4% | +4.2% |
| All | +3.4% | +36.8% | -33.4% | +4.2% |
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