+24.3%
P vs SM
+78.0%
-53.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.2% | -1.8% | +3.1% |
| 7D | +17.8% | +10.6% | +7.2% | +17.2% |
| 30D | -29.9% | -15.0% | -14.9% | -29.7% |
| 3M | -1.2% | +1.7% | -2.8% | -1.2% |
| 6M | +32.1% | +5.9% | +26.3% | +32.6% |
| YTD | +64.3% | +79.0% | -14.7% | +62.8% |
| 1Y | +24.3% | +84.7% | -60.4% | +29.5% |
| All | +24.3% | +78.0% | -53.7% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling