-44.8%
IT vs SM
+111.2%
-156.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +3.6% | -11.0% | -7.9% |
| 7D | -9.1% | -0.2% | -9.0% | -9.2% |
| 30D | -7.0% | +31.5% | -38.5% | -10.6% |
| 3M | +7.6% | +17.3% | -9.7% | +4.6% |
| 6M | +2.1% | +48.5% | -46.4% | -4.4% |
| YTD | -31.6% | +106.3% | -137.8% | -38.8% |
| 1Y | -29.9% | +47.3% | -77.2% | -34.7% |
| 3Y | -51.3% | -1.4% | -49.8% | -53.5% |
| 5Y | -44.8% | +114.0% | -158.8% | -54.7% |
| All | -44.8% | +111.2% | -156.0% | -54.7% |
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