-14.9%
INFQ vs SM
+80.4%
-95.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -2.6% |
| 7D | +4.8% | -0.2% | +5.0% | +4.6% |
| 30D | +13.4% | +20.3% | -6.9% | +25.0% |
| 3M | -3.3% | +22.9% | -26.2% | +10.2% |
| 6M | +13.7% | +47.8% | -34.1% | +53.7% |
| All | -14.9% | +80.4% | -95.4% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling