+708.4%
P vs SM
+6.6%
+701.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.7% |
| 7D | +6.5% | +0.1% | +6.4% | +6.5% |
| 30D | +18.8% | +26.3% | -7.5% | +14.9% |
| 3M | +26.7% | +8.7% | +18.1% | +24.4% |
| 6M | +62.2% | +51.7% | +10.5% | +50.9% |
| YTD | +48.5% | +99.0% | -50.5% | +32.9% |
| 1Y | +26.4% | +34.6% | -8.2% | +18.7% |
| 3Y | +159.4% | -7.8% | +167.2% | +151.4% |
| 5Y | +275.8% | +104.8% | +171.0% | +219.0% |
| All | +708.4% | +6.6% | +701.7% | +423.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling