+1.3%
NDAQ vs SM
+46.7%
-45.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.6% | -5.5% | -1.7% |
| 7D | -2.6% | -0.2% | -2.4% | -2.6% |
| 30D | +0.5% | +31.5% | -31.0% | +1.6% |
| 3M | +9.9% | +17.3% | -7.4% | +10.5% |
| 6M | +8.2% | +48.5% | -40.3% | +9.2% |
| YTD | -1.5% | +106.3% | -107.7% | -0.2% |
| 1Y | +1.3% | +47.3% | -46.0% | +0.6% |
| All | +1.3% | +46.7% | -45.4% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling