-10.3%
M vs SM
-11.5%
+1.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.0% | -5.6% | -4.8% |
| 7D | -4.3% | -25.9% | +21.6% | +2.1% |
| 30D | +1.3% | -15.1% | +16.4% | +4.2% |
| 3M | -7.4% | +4.9% | -12.2% | -10.7% |
| 6M | +18.3% | +6.1% | +12.2% | +11.8% |
| YTD | +7.6% | +63.4% | -55.9% | -13.0% |
| 1Y | +17.4% | +72.5% | -55.1% | -7.1% |
| 3Y | +108.4% | -16.9% | +125.3% | +94.6% |
| All | -10.3% | -11.5% | +1.3% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling