+78.9%
INFY vs SM
+23.0%
+55.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | -5.4% | +4.6% | -9.9% | -5.7% |
| 30D | -9.9% | +18.2% | -28.1% | -11.1% |
| 3M | -4.6% | +22.5% | -27.1% | -6.3% |
| 6M | -18.5% | +50.6% | -69.0% | -21.5% |
| YTD | -36.5% | +108.1% | -144.7% | -40.5% |
| 1Y | -32.8% | +46.0% | -78.8% | -35.4% |
| 3Y | -32.2% | +2.9% | -35.1% | -34.1% |
| 5Y | -44.7% | +112.6% | -157.3% | -50.1% |
| All | +78.9% | +23.0% | +55.9% | +37.0% |
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