-8.8%
IT vs SM
+70.4%
-79.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -15.3% | +16.8% | +3.2% |
| 7D | -5.5% | -21.5% | +16.0% | -3.0% |
| 30D | +10.3% | -11.4% | +21.7% | +11.3% |
| 3M | +11.5% | +0.6% | +10.9% | +10.2% |
| 6M | +40.3% | +0.2% | +40.0% | +36.8% |
| YTD | -17.9% | +69.7% | -87.5% | -26.0% |
| 1Y | -8.8% | +71.6% | -80.4% | -17.9% |
| All | -8.8% | +70.4% | -79.2% | -17.9% |
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 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