-31.1%
IT vs SM
+46.0%
-77.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.7% |
| 7D | -9.1% | -0.2% | -8.9% | -9.1% |
| 30D | -12.2% | +20.3% | -32.4% | -14.1% |
| 3M | +7.8% | +22.9% | -15.1% | +4.0% |
| 6M | +2.0% | +47.8% | -45.9% | -4.4% |
| YTD | -32.7% | +107.5% | -140.2% | -38.3% |
| 1Y | -31.1% | +51.7% | -82.8% | -38.2% |
| All | -31.1% | +46.0% | -77.1% | -38.2% |
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