+6,262.5%
IT vs SM
+1,037.8%
+5,224.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.6% | -3.4% | +1.4% |
| 7D | -6.8% | +0.3% | -7.2% | -6.9% |
| 30D | -0.6% | -17.3% | +16.8% | +1.8% |
| 3M | +3.1% | -3.6% | +6.6% | +3.0% |
| 6M | +25.5% | +2.9% | +22.6% | +23.6% |
| YTD | -23.5% | +70.2% | -93.7% | -30.3% |
| 1Y | -16.6% | +66.5% | -83.1% | -23.9% |
| 3Y | -53.1% | -8.2% | -44.9% | -54.7% |
| 5Y | -41.4% | -1.5% | -40.0% | -46.3% |
| 10Y | +90.9% | +11.9% | +79.0% | +22.9% |
| All | +6,262.5% | +1,037.8% | +5,224.7% | +2,158.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling