+4,165.9%
IBM vs SM
+1,302.7%
+2,863.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.8% | -0.9% |
| 7D | -5.0% | -25.9% | +20.9% | -2.4% |
| 30D | +11.1% | -15.1% | +26.2% | +12.6% |
| 3M | +5.7% | +4.9% | +0.8% | +4.8% |
| 6M | +10.1% | +6.1% | +4.0% | +8.6% |
| YTD | -15.6% | +63.4% | -79.0% | -20.6% |
| 1Y | -19.5% | +72.5% | -92.0% | -24.8% |
| 3Y | +80.4% | -16.9% | +97.3% | +77.4% |
| 5Y | +140.0% | -10.6% | +150.6% | +127.5% |
| 10Y | +155.0% | +11.3% | +143.7% | +89.1% |
| All | +4,165.9% | +1,302.7% | +2,863.3% | +2,109.2% |
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 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