-15.8%
F vs SM
-11.5%
-4.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | +1.6% | -25.9% | +27.5% | +6.2% |
| 30D | +2.6% | -15.1% | +17.8% | +4.8% |
| 3M | -8.8% | +4.9% | -13.7% | -10.8% |
| 6M | +4.6% | +6.1% | -1.5% | +0.8% |
| YTD | -1.9% | +63.4% | -65.3% | -16.4% |
| 1Y | -0.8% | +72.5% | -73.2% | -16.8% |
| 3Y | +43.5% | -16.9% | +60.4% | +37.3% |
| All | -15.8% | -11.5% | -4.3% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling