+642.3%
LYB vs SM
+8.4%
+633.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -3.1% | -0.2% | -2.9% | -3.0% |
| 30D | +4.0% | +20.3% | -16.3% | -0.4% |
| 3M | +2.4% | +22.9% | -20.5% | -2.7% |
| 6M | -1.4% | +47.8% | -49.3% | -10.4% |
| YTD | +53.9% | +107.5% | -53.5% | +29.4% |
| 1Y | +26.1% | +51.7% | -25.7% | +13.3% |
| 3Y | -21.0% | -0.9% | -20.2% | -24.1% |
| 5Y | -0.7% | +112.2% | -113.0% | -23.5% |
| 10Y | +49.3% | +20.3% | +28.9% | -13.4% |
| All | +642.3% | +8.4% | +633.9% | +286.3% |
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