+9.1%
IR vs SM
+70.4%
-61.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -15.3% | +14.8% | -2.9% |
| 7D | +11.6% | -21.5% | +33.1% | +7.4% |
| 30D | +7.2% | -11.4% | +18.6% | +5.5% |
| 3M | -5.9% | +0.6% | -6.5% | -4.8% |
| 6M | +11.5% | +0.2% | +11.2% | +13.8% |
| YTD | +6.3% | +69.7% | -63.3% | +6.5% |
| 1Y | +9.1% | +71.6% | -62.5% | +9.9% |
| All | +9.1% | +70.4% | -61.3% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling