+336.0%
IR vs SM
+76.2%
+259.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +2.5% | +9.4% | -6.9% | +1.1% |
| 30D | +9.2% | -14.4% | +23.5% | +11.2% |
| 3M | +0.9% | +1.6% | -0.6% | -0.2% |
| 6M | +19.2% | +6.3% | +12.9% | +15.8% |
| YTD | +7.5% | +78.8% | -71.3% | -5.4% |
| 1Y | +11.7% | +83.1% | -71.4% | -2.2% |
| 3Y | +23.9% | -5.9% | +29.8% | +18.0% |
| 5Y | +46.4% | +4.8% | +41.5% | +31.9% |
| All | +336.0% | +76.2% | +259.7% | +175.8% |
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