+90.0%
IT vs SM
+23.2%
+66.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -12.7% | +2.1% | -14.8% | -12.9% |
| 30D | -8.9% | +18.1% | -27.0% | -10.6% |
| 3M | +10.1% | +17.0% | -6.8% | +7.8% |
| 6M | +7.3% | +55.4% | -48.2% | +1.4% |
| YTD | -32.4% | +108.6% | -140.9% | -38.2% |
| 1Y | -26.6% | +45.7% | -72.3% | -30.5% |
| 3Y | -51.8% | -0.3% | -51.5% | -53.5% |
| 5Y | -45.6% | +113.0% | -158.6% | -52.8% |
| All | +90.0% | +23.2% | +66.8% | +23.8% |
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