+408.4%
M vs SM
+1,302.7%
-894.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.0% | -5.6% | -4.8% |
| 7D | -4.3% | -25.9% | +21.6% | +0.5% |
| 30D | +1.3% | -15.1% | +16.4% | +3.6% |
| 3M | -7.4% | +4.9% | -12.2% | -9.4% |
| 6M | +18.3% | +6.1% | +12.2% | +14.3% |
| YTD | +7.6% | +63.4% | -55.9% | -5.2% |
| 1Y | +17.4% | +72.5% | -55.1% | +2.2% |
| 3Y | +108.4% | -16.9% | +125.3% | +102.5% |
| 5Y | -10.6% | -10.6% | 0.0% | -16.9% |
| 10Y | -3.2% | +11.3% | -14.5% | -38.9% |
| All | +408.4% | +1,302.7% | -894.3% | +144.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling