-33.2%
INFY vs SM
-0.7%
-32.5%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -9.8% | +2.1% | -11.9% | -10.0% |
| 30D | -13.4% | +18.1% | -31.5% | -14.9% |
| 3M | -7.2% | +17.0% | -24.2% | -9.2% |
| 6M | -20.6% | +55.4% | -76.0% | -25.2% |
| YTD | -37.5% | +108.6% | -146.0% | -43.3% |
| 1Y | -33.4% | +45.7% | -79.0% | -36.9% |
| All | -33.2% | -0.7% | -32.5% | -37.6% |
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 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