+40.4%
EXC vs SM
+5.5%
+35.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +1.4% | +9.4% | -8.0% | +1.1% |
| 30D | +8.6% | -14.4% | +22.9% | +8.9% |
| 3M | +2.4% | +1.6% | +0.8% | +2.2% |
| 6M | +6.5% | +6.3% | +0.1% | +5.9% |
| YTD | +9.0% | +78.8% | -69.7% | +6.2% |
| 1Y | +4.6% | +83.1% | -78.6% | +1.7% |
| 3Y | +33.5% | -5.9% | +39.4% | +32.1% |
| All | +40.4% | +5.5% | +35.0% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling