+81.0%
F vs SM
+4.9%
+76.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.4% | +1.0% |
| 7D | -0.6% | -22.3% | +21.6% | +2.5% |
| 30D | +2.9% | -21.4% | +24.2% | +5.8% |
| 3M | -9.5% | +1.4% | -10.8% | -10.4% |
| 6M | +4.0% | +0.1% | +3.9% | +2.2% |
| YTD | -1.3% | +59.0% | -60.2% | -10.4% |
| 1Y | -1.9% | +64.3% | -66.3% | -11.6% |
| 3Y | +53.5% | -13.1% | +66.6% | +48.3% |
| 5Y | -15.1% | -13.9% | -1.3% | -20.1% |
| 10Y | +81.0% | +1.7% | +79.3% | +22.7% |
| All | +81.0% | +4.9% | +76.1% | +22.7% |
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