-43.1%
IT vs SM
-11.5%
-31.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.0% | -4.2% |
| 7D | -16.9% | -25.9% | +9.0% | -13.7% |
| 30D | +2.3% | -15.1% | +17.5% | +4.2% |
| 3M | +2.9% | +4.9% | -2.0% | +1.5% |
| 6M | +25.9% | +6.1% | +19.7% | +23.3% |
| YTD | -24.6% | +63.4% | -88.1% | -30.8% |
| 1Y | -16.0% | +72.5% | -88.5% | -23.6% |
| 3Y | -51.6% | -16.9% | -34.7% | -52.8% |
| All | -43.1% | -11.5% | -31.5% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling