+5,283.0%
O vs SM
+1,076.3%
+4,206.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.0% |
| 7D | +3.3% | -22.3% | +25.6% | +5.7% |
| 30D | +10.3% | -21.4% | +31.7% | +12.6% |
| 3M | -3.5% | +1.4% | -4.8% | -4.1% |
| 6M | -1.3% | +0.1% | -1.4% | -2.2% |
| YTD | +10.3% | +59.0% | -48.6% | +3.7% |
| 1Y | +10.4% | +64.3% | -53.9% | +3.3% |
| 3Y | +40.0% | -13.1% | +53.1% | +36.3% |
| 5Y | +12.4% | -13.9% | +26.2% | +6.0% |
| 10Y | +78.2% | +1.7% | +76.5% | +26.4% |
| All | +5,283.0% | +1,076.3% | +4,206.7% | +2,589.5% |
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 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