+2,351.6%
INFY vs SM
+950.9%
+1,400.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | -8.7% | -0.2% | -8.5% | -8.7% |
| 30D | -13.0% | +20.3% | -33.3% | -15.2% |
| 3M | -8.8% | +22.9% | -31.7% | -11.7% |
| 6M | -22.6% | +47.8% | -70.4% | -27.3% |
| YTD | -37.3% | +107.5% | -144.8% | -44.0% |
| 1Y | -33.4% | +51.7% | -85.1% | -38.1% |
| 3Y | -32.3% | -0.9% | -31.5% | -35.2% |
| 5Y | -45.2% | +112.2% | -157.5% | -54.9% |
| 10Y | +80.0% | +20.3% | +59.7% | +17.1% |
| All | +2,351.6% | +950.9% | +1,400.7% | +867.1% |
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