+1,820.7%
EXC vs SM
+1,302.7%
+518.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -2.9% | -2.0% |
| 7D | -1.2% | -25.9% | +24.7% | +1.0% |
| 30D | +10.0% | -15.1% | +25.1% | +11.2% |
| 3M | +1.6% | +4.9% | -3.2% | +0.8% |
| 6M | +3.3% | +6.1% | -2.9% | +2.0% |
| YTD | +7.6% | +63.4% | -55.9% | +2.1% |
| 1Y | +3.5% | +72.5% | -69.0% | -2.3% |
| 3Y | +27.7% | -16.9% | +44.6% | +25.3% |
| 5Y | +41.1% | -10.6% | +51.8% | +34.2% |
| 10Y | +178.2% | +11.3% | +166.9% | +110.4% |
| All | +1,820.7% | +1,302.7% | +518.0% | +995.0% |
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