+32.8%
NET vs SM
+37.6%
-4.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.7% |
| 7D | -7.0% | +0.1% | -7.1% | -7.0% |
| 30D | -4.8% | +26.3% | -31.1% | -7.4% |
| 3M | +3.8% | +8.7% | -4.8% | +2.3% |
| 6M | +50.0% | +51.7% | -1.6% | +40.2% |
| YTD | +41.5% | +99.0% | -57.6% | +28.5% |
| 1Y | +32.8% | +34.6% | -1.8% | +16.4% |
| All | +32.8% | +37.6% | -4.7% | +16.4% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling