+38.8%
M vs SM
+36.8%
+2.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.1% | +5.7% | +2.4% |
| 7D | +4.7% | -0.5% | +5.2% | +4.7% |
| 30D | -9.6% | +25.6% | -35.2% | -8.9% |
| 3M | +0.9% | +8.0% | -7.2% | +1.7% |
| 6M | +22.3% | +50.8% | -28.5% | +20.4% |
| YTD | +6.5% | +97.9% | -91.4% | +1.7% |
| 1Y | +38.8% | +33.8% | +5.0% | +36.6% |
| All | +38.8% | +36.8% | +2.0% | +36.6% |
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