+17.4%
M vs SM
+72.1%
-54.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.0% | -5.6% | -4.5% |
| 7D | -4.3% | -25.9% | +21.6% | -6.7% |
| 30D | +1.3% | -15.1% | +16.4% | -0.4% |
| 3M | -7.4% | +4.9% | -12.2% | -7.9% |
| 6M | +18.3% | +6.1% | +12.2% | +17.0% |
| YTD | +7.6% | +63.4% | -55.9% | -3.1% |
| 1Y | +17.4% | +72.5% | -55.1% | +5.4% |
| All | +17.4% | +72.1% | -54.7% | +5.4% |
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