+37.2%
M vs SM
+70.4%
-33.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -15.3% | +22.9% | +5.8% |
| 7D | +8.3% | -21.5% | +29.7% | +5.8% |
| 30D | +14.2% | -11.4% | +25.6% | +12.7% |
| 3M | -1.1% | +0.6% | -1.7% | -1.4% |
| 6M | +36.6% | +0.2% | +36.4% | +36.3% |
| YTD | +19.8% | +69.7% | -49.9% | +12.6% |
| 1Y | +37.2% | +71.6% | -34.4% | +29.9% |
| All | +37.2% | +70.4% | -33.2% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling