-20.2%
IBM vs SM
+78.0%
-98.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.2% | -6.6% | -1.5% |
| 7D | -0.3% | +10.6% | -10.9% | -0.4% |
| 30D | +6.8% | -15.0% | +21.7% | +6.9% |
| 3M | +4.4% | +1.7% | +2.7% | +4.7% |
| 6M | +13.2% | +5.9% | +7.3% | +12.8% |
| YTD | -15.1% | +79.0% | -94.1% | -18.4% |
| 1Y | -20.2% | +84.7% | -104.9% | -23.2% |
| All | -20.2% | +78.0% | -98.2% | -23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling