+67.3%
F vs SM
+18.0%
+49.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -3.1% | +9.4% | -12.5% | -4.3% |
| 30D | 0.0% | -14.4% | +14.4% | +1.7% |
| 3M | -13.2% | +1.6% | -14.8% | -14.1% |
| 6M | -10.2% | +6.3% | -16.6% | -12.4% |
| YTD | -4.9% | +78.8% | -83.7% | -15.1% |
| 1Y | -6.1% | +83.1% | -89.2% | -16.6% |
| 3Y | +46.0% | -5.9% | +51.9% | +39.5% |
| 5Y | -15.7% | +4.8% | -20.5% | -22.7% |
| All | +67.3% | +18.0% | +49.3% | +11.8% |
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