-3.5%
IR vs SM
+37.6%
-41.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +0.9% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | -15.1% | +26.3% | -41.4% | -12.3% |
| 3M | +6.1% | +8.7% | -2.6% | +8.5% |
| 6M | -16.8% | +51.7% | -68.5% | -14.8% |
| YTD | -3.5% | +99.0% | -102.6% | -3.2% |
| 1Y | -3.5% | +34.6% | -38.1% | -2.2% |
| All | -3.5% | +37.6% | -41.1% | -2.2% |
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