+183.8%
EXC vs SM
+4.9%
+178.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.2% |
| 7D | -1.7% | -22.3% | +20.6% | -0.7% |
| 30D | +9.3% | -21.4% | +30.7% | +10.4% |
| 3M | +1.0% | +1.4% | -0.3% | +0.7% |
| 6M | +5.9% | +0.1% | +5.8% | +5.5% |
| YTD | +7.6% | +59.0% | -51.3% | +4.6% |
| 1Y | +2.4% | +64.3% | -61.9% | -0.7% |
| 3Y | +30.2% | -13.1% | +43.4% | +28.7% |
| 5Y | +41.4% | -13.9% | +55.2% | +37.7% |
| 10Y | +183.8% | +1.7% | +182.1% | +121.3% |
| All | +183.8% | +4.9% | +178.8% | +121.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling