+26.3%
M vs SM
+64.7%
-38.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.7% |
| 7D | +5.0% | -19.5% | +24.5% | +2.9% |
| 30D | +10.6% | -20.2% | +30.8% | +8.4% |
| 3M | +1.6% | -6.5% | +8.1% | +0.5% |
| 6M | +30.8% | +1.6% | +29.3% | +29.3% |
| YTD | +16.9% | +61.2% | -44.3% | +5.2% |
| 1Y | +26.3% | +65.4% | -39.1% | +12.7% |
| All | +26.3% | +64.7% | -38.5% | +12.7% |
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