+6,045.6%
IT vs SM
+1,230.6%
+4,815.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.5% | -2.1% | -4.3% |
| 7D | -6.0% | +0.1% | -6.1% | -6.1% |
| 30D | 0.0% | +26.3% | -26.3% | -3.4% |
| 3M | +13.1% | +8.7% | +4.4% | +11.1% |
| 6M | +11.7% | +51.7% | -40.0% | +4.2% |
| YTD | -26.1% | +99.0% | -125.2% | -33.8% |
| 1Y | -21.3% | +34.6% | -55.8% | -25.9% |
| 3Y | -46.7% | -7.8% | -39.0% | -48.5% |
| 5Y | -40.5% | +104.8% | -145.3% | -50.8% |
| 10Y | +103.9% | +7.2% | +96.6% | +32.7% |
| All | +6,045.6% | +1,230.6% | +4,815.0% | +2,044.1% |
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