+131.6%
IBM vs SM
+12.3%
+119.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.8% | -1.5% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | -1.5% | +31.5% | -33.0% | -3.7% |
| 3M | -16.8% | +17.3% | -34.1% | -18.1% |
| 6M | -9.0% | +48.5% | -57.5% | -12.6% |
| YTD | -20.1% | +106.3% | -126.3% | -25.3% |
| 1Y | -7.0% | +47.3% | -54.3% | -10.9% |
| 3Y | +72.4% | -1.4% | +73.8% | +67.8% |
| 5Y | +112.0% | +114.0% | -2.1% | +89.2% |
| 10Y | +131.6% | +12.5% | +119.1% | +76.9% |
| All | +131.6% | +12.3% | +119.2% | +76.9% |
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