+12.6%
IR vs SM
+62.4%
-49.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.7% | +7.4% | +4.3% |
| 7D | +5.0% | -22.3% | +27.3% | +1.1% |
| 30D | +10.3% | -21.4% | +31.7% | +6.5% |
| 3M | -0.1% | +1.4% | -1.4% | +1.3% |
| 6M | +14.8% | +0.1% | +14.6% | +16.7% |
| YTD | +9.7% | +59.0% | -49.2% | +7.9% |
| All | +12.6% | +62.4% | -49.8% | +11.2% |
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