+707.9%
P vs SM
+4.9%
+702.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.7% | +9.0% | +6.7% |
| 7D | -9.6% | -22.3% | +12.7% | -6.5% |
| 30D | -33.4% | -21.4% | -12.1% | -31.2% |
| 3M | +14.2% | +1.4% | +12.8% | +13.5% |
| 6M | +31.6% | +0.1% | +31.5% | +30.0% |
| YTD | +53.5% | +59.0% | -5.5% | +41.2% |
| 1Y | +14.2% | +64.3% | -50.2% | +4.1% |
| 3Y | +190.5% | -13.1% | +203.6% | +184.0% |
| 5Y | +256.3% | -13.9% | +270.2% | +237.7% |
| 10Y | +707.9% | +1.7% | +706.2% | +419.7% |
| All | +707.9% | +4.9% | +702.9% | +419.7% |
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