+291.3%
IR vs SM
+96.2%
+195.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.7% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -15.1% | +26.3% | -41.4% | -18.3% |
| 3M | +6.1% | +8.7% | -2.6% | +3.7% |
| 6M | -16.8% | +51.7% | -68.5% | -23.8% |
| YTD | -3.5% | +99.0% | -102.6% | -15.8% |
| 1Y | -3.5% | +34.6% | -38.1% | -10.7% |
| 3Y | +9.5% | -7.8% | +17.2% | +5.2% |
| 5Y | +45.1% | +104.8% | -59.7% | +18.2% |
| All | +291.3% | +96.2% | +195.1% | +145.3% |
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 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