+2,327.9%
NDAQ vs SM
+264.3%
+2,063.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.7% | -1.5% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | +2.5% | +26.3% | -23.9% | -0.5% |
| 3M | +9.9% | +8.7% | +1.2% | +8.2% |
| 6M | +9.4% | +51.7% | -42.2% | +2.7% |
| YTD | +0.4% | +99.0% | -98.6% | -9.1% |
| 1Y | +4.0% | +34.6% | -30.6% | -1.6% |
| 3Y | +94.4% | -7.8% | +102.1% | +88.1% |
| 5Y | +56.7% | +104.8% | -48.1% | +32.3% |
| 10Y | +375.3% | +7.2% | +368.1% | +234.2% |
| All | +2,327.9% | +264.3% | +2,063.5% | +699.4% |
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