+563.3%
F vs SM
+1,608.3%
-1,045.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.8% |
| 7D | +5.3% | +0.1% | +5.2% | +5.3% |
| 30D | +4.6% | +26.3% | -21.7% | +0.8% |
| 3M | -3.7% | +8.7% | -12.3% | -5.5% |
| 6M | +16.8% | +51.7% | -34.9% | +7.5% |
| YTD | +15.3% | +99.0% | -83.8% | +1.3% |
| 1Y | +31.0% | +34.6% | -3.6% | +21.6% |
| 3Y | +45.4% | -7.8% | +53.2% | +39.7% |
| 5Y | +54.7% | +104.8% | -50.1% | +27.9% |
| 10Y | +98.2% | +7.2% | +91.0% | +32.2% |
| All | +563.3% | +1,608.3% | -1,045.0% | +181.8% |
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 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