+376.0%
NDAQ vs SM
+12.3%
+363.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.6% | -5.5% | -2.1% |
| 7D | -2.6% | -0.2% | -2.4% | -2.6% |
| 30D | +0.5% | +31.5% | -31.0% | -1.0% |
| 3M | +9.9% | +17.3% | -7.4% | +8.8% |
| 6M | +8.2% | +48.5% | -40.3% | +5.5% |
| YTD | -1.5% | +106.3% | -107.7% | -5.8% |
| 1Y | +1.3% | +47.3% | -46.0% | -1.5% |
| 3Y | +92.6% | -1.4% | +94.0% | +89.1% |
| 5Y | +53.8% | +114.0% | -60.2% | +45.0% |
| 10Y | +376.0% | +12.5% | +363.5% | +313.7% |
| All | +376.0% | +12.3% | +363.6% | +313.7% |
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 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