+325.3%
IR vs SM
+61.1%
+264.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.2% |
| 7D | +3.7% | -25.9% | +29.6% | +8.1% |
| 30D | +7.4% | -15.1% | +22.6% | +9.7% |
| 3M | -5.9% | +4.9% | -10.8% | -7.5% |
| 6M | +5.6% | +6.1% | -0.6% | +2.5% |
| YTD | +4.8% | +63.4% | -58.6% | -6.3% |
| 1Y | +6.9% | +72.5% | -65.5% | -5.5% |
| 3Y | +27.6% | -16.9% | +44.4% | +23.9% |
| 5Y | +45.8% | -10.6% | +56.5% | +34.7% |
| All | +325.3% | +61.1% | +264.1% | +172.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling