+5,387.7%
O vs SM
+1,372.9%
+4,014.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.5% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -1.9% | +26.3% | -28.2% | -4.2% |
| 3M | +3.8% | +8.7% | -4.8% | +2.6% |
| 6M | -4.7% | +51.7% | -56.4% | -9.4% |
| YTD | +12.5% | +99.0% | -86.6% | +3.9% |
| 1Y | +10.8% | +34.6% | -23.8% | +6.1% |
| 3Y | +28.8% | -7.8% | +36.5% | +25.1% |
| 5Y | +13.2% | +104.8% | -91.6% | -2.3% |
| 10Y | +53.5% | +7.2% | +46.2% | +8.7% |
| All | +5,387.7% | +1,372.9% | +4,014.8% | +2,593.4% |
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