+62.6%
NDAQ vs SM
-11.5%
+74.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | +0.8% | -25.9% | +26.7% | +3.5% |
| 30D | +16.5% | -15.1% | +31.6% | +18.0% |
| 3M | +13.5% | +4.9% | +8.6% | +12.0% |
| 6M | +20.9% | +6.1% | +14.8% | +18.4% |
| YTD | +11.4% | +63.4% | -52.0% | +2.4% |
| 1Y | +25.9% | +72.5% | -46.5% | +14.7% |
| 3Y | +119.9% | -16.9% | +136.7% | +113.0% |
| All | +62.6% | -11.5% | +74.2% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling