+44.9%
IR vs SM
+5.5%
+39.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.1% |
| 3M | +0.9% | +1.6% | -0.6% | -0.3% |
| 6M | +19.2% | +6.3% | +12.9% | +15.6% |
| YTD | +7.5% | +78.8% | -71.3% | -8.1% |
| 1Y | +11.7% | +83.1% | -71.4% | -5.2% |
| 3Y | +23.9% | -5.9% | +29.8% | +16.9% |
| All | +44.9% | +5.5% | +39.4% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling