+1,737.3%
EXC vs SM
+1,608.3%
+129.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.9% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | -3.7% | +26.3% | -30.0% | -5.6% |
| 3M | -1.3% | +8.7% | -10.0% | -2.3% |
| 6M | -9.7% | +51.7% | -61.4% | -13.3% |
| YTD | +2.9% | +99.0% | -96.2% | -3.5% |
| 1Y | +4.4% | +34.6% | -30.2% | +0.7% |
| 3Y | +22.2% | -7.8% | +30.0% | +19.3% |
| 5Y | +46.7% | +104.8% | -58.1% | +30.2% |
| 10Y | +155.3% | +7.2% | +148.1% | +95.2% |
| All | +1,737.3% | +1,608.3% | +129.0% | +934.5% |
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