+161.7%
M vs SM
-8.5%
+170.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.6% | -6.5% | -1.7% |
| 7D | -3.3% | +0.3% | -3.6% | -3.4% |
| 30D | +8.1% | -17.3% | +25.4% | +10.5% |
| 3M | +2.2% | -3.6% | +5.8% | +1.1% |
| 6M | +35.1% | +2.9% | +32.2% | +30.1% |
| YTD | +15.8% | +70.2% | -54.4% | -5.3% |
| 1Y | +25.8% | +66.5% | -40.7% | +3.3% |
| All | +161.7% | -8.5% | +170.3% | +132.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling