+115.5%
IBM vs SM
+107.8%
+7.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.3% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +0.3% | +26.3% | -26.0% | -1.7% |
| 3M | -21.6% | +8.7% | -30.3% | -22.4% |
| 6M | -4.7% | +51.7% | -56.4% | -9.0% |
| YTD | -19.1% | +99.0% | -118.1% | -24.8% |
| 1Y | -2.5% | +34.6% | -37.1% | -6.1% |
| 3Y | +74.2% | -7.8% | +81.9% | +69.8% |
| All | +115.5% | +107.8% | +7.6% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling