+149.9%
IBM vs SM
+4.9%
+145.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.7% |
| 7D | -2.5% | -22.3% | +19.7% | -0.7% |
| 30D | +8.4% | -21.4% | +29.7% | +10.2% |
| 3M | +4.5% | +1.4% | +3.1% | +4.0% |
| 6M | +7.9% | +0.1% | +7.8% | +7.1% |
| YTD | -15.2% | +59.0% | -74.2% | -19.4% |
| 1Y | -17.6% | +64.3% | -81.9% | -21.9% |
| 3Y | +82.1% | -13.1% | +95.2% | +78.8% |
| 5Y | +143.3% | -13.9% | +157.2% | +133.4% |
| 10Y | +149.9% | +1.7% | +148.2% | +91.5% |
| All | +149.9% | +4.9% | +145.0% | +91.5% |
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