+11.3%
IR vs SM
+64.7%
-53.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -0.9% |
| 7D | +1.5% | -19.5% | +21.0% | -1.7% |
| 30D | +9.0% | -20.2% | +29.2% | +5.5% |
| 3M | -0.9% | -6.5% | +5.6% | -1.0% |
| 6M | +13.4% | +1.6% | +11.8% | +15.6% |
| YTD | +8.5% | +61.2% | -52.8% | +6.8% |
| 1Y | +11.3% | +65.4% | -54.1% | +10.1% |
| All | +11.3% | +64.7% | -53.5% | +10.1% |
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 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