+69.4%
F vs SM
+4.8%
+64.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.2% | -0.9% |
| 7D | +1.0% | -19.5% | +20.5% | +3.6% |
| 30D | +2.1% | -20.2% | +22.3% | +4.8% |
| 3M | -10.3% | -6.5% | -3.8% | -10.2% |
| 6M | +3.3% | +1.6% | +1.7% | +1.3% |
| YTD | -2.0% | +61.2% | -63.2% | -11.2% |
| 1Y | -2.3% | +65.4% | -67.6% | -12.0% |
| 3Y | +49.9% | -13.0% | +62.9% | +44.8% |
| 5Y | -12.5% | -4.3% | -8.2% | -18.7% |
| All | +69.4% | +4.8% | +64.7% | +14.7% |
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