+89.2%
IT vs SM
+18.0%
+71.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +1.1% | +9.4% | -8.3% | +0.1% |
| 30D | -1.8% | -14.4% | +12.5% | -0.5% |
| 3M | +4.8% | +1.6% | +3.3% | +4.2% |
| 6M | +33.0% | +6.3% | +26.7% | +31.0% |
| YTD | -23.8% | +78.8% | -102.6% | -29.5% |
| 1Y | -16.5% | +83.1% | -99.7% | -23.0% |
| 3Y | -53.6% | -5.9% | -47.7% | -55.0% |
| 5Y | -42.1% | +4.8% | -46.9% | -46.0% |
| All | +89.2% | +18.0% | +71.2% | +23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling