+475.8%
NDAQ vs SM
+4.2%
+471.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.3% |
| 7D | +2.9% | -19.5% | +22.3% | +3.9% |
| 30D | +17.5% | -20.2% | +37.7% | +18.6% |
| 3M | +15.4% | -6.5% | +22.0% | +15.5% |
| 6M | +24.6% | +1.6% | +23.1% | +23.8% |
| YTD | +14.4% | +61.2% | -46.8% | +10.5% |
| 1Y | +26.9% | +65.4% | -38.4% | +22.4% |
| 3Y | +119.8% | -13.0% | +132.9% | +117.0% |
| 5Y | +70.5% | -4.3% | +74.8% | +65.8% |
| 10Y | +475.8% | +3.0% | +472.8% | +400.8% |
| All | +475.8% | +4.2% | +471.6% | +400.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling