+468.5%
F vs SM
+1,289.1%
-820.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -0.4% |
| 7D | +1.4% | -25.1% | +26.5% | +5.4% |
| 30D | +2.0% | -15.6% | +17.6% | +4.1% |
| 3M | -10.4% | +2.7% | -13.1% | -11.5% |
| 6M | +9.7% | -3.8% | +13.6% | +8.3% |
| YTD | -1.2% | +61.8% | -63.0% | -11.1% |
| 1Y | 0.0% | +71.4% | -71.3% | -10.9% |
| 3Y | +41.1% | -20.7% | +61.8% | +37.9% |
| 5Y | -11.4% | -11.5% | +0.1% | -17.5% |
| 10Y | +85.0% | +10.2% | +74.8% | +22.2% |
| All | +468.5% | +1,289.1% | -820.6% | +147.3% |
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 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