+403.4%
M vs SM
+1,608.3%
-1,204.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +3.0% |
| 7D | +4.7% | +0.1% | +4.6% | +4.7% |
| 30D | -9.6% | +26.3% | -36.0% | -13.7% |
| 3M | +0.9% | +8.7% | -7.8% | -1.7% |
| 6M | +22.3% | +51.7% | -29.4% | +10.8% |
| YTD | +6.5% | +99.0% | -92.5% | -8.6% |
| 1Y | +38.8% | +34.6% | +4.2% | +27.3% |
| 3Y | +115.9% | -7.8% | +123.7% | +107.4% |
| 5Y | +28.6% | +104.8% | -76.1% | +3.9% |
| 10Y | -2.5% | +7.2% | -9.8% | -38.2% |
| All | +403.4% | +1,608.3% | -1,204.9% | +135.7% |
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 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