-5.5%
M vs SM
+8.2%
-13.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.0% | -5.6% | -4.8% |
| 7D | -4.3% | -25.9% | +21.6% | +1.2% |
| 30D | +1.3% | -15.1% | +16.4% | +3.9% |
| 3M | -7.4% | +4.9% | -12.2% | -9.8% |
| 6M | +18.3% | +6.1% | +12.2% | +13.6% |
| YTD | +7.6% | +63.4% | -55.9% | -7.4% |
| 1Y | +17.4% | +72.5% | -55.1% | -0.4% |
| 3Y | +108.4% | -16.9% | +125.3% | +100.8% |
| 5Y | -10.6% | -10.6% | 0.0% | -18.4% |
| All | -5.5% | +8.2% | -13.7% | -50.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling