+652.6%
P vs SM
+4.2%
+648.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.3% | -1.0% |
| 7D | -13.3% | -19.5% | +6.2% | -10.7% |
| 30D | -34.0% | -20.2% | -13.8% | -32.0% |
| 3M | +4.1% | -6.5% | +10.6% | +4.6% |
| 6M | +30.5% | +1.6% | +28.9% | +28.6% |
| YTD | +52.2% | +61.2% | -9.1% | +39.7% |
| 1Y | +10.3% | +65.4% | -55.1% | +0.4% |
| 3Y | +180.9% | -13.0% | +193.9% | +174.4% |
| 5Y | +259.7% | -4.3% | +264.0% | +236.6% |
| 10Y | +652.6% | +3.0% | +649.6% | +382.3% |
| All | +652.6% | +4.2% | +648.4% | +382.3% |
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