+10.3%
P vs SM
+64.7%
-54.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.3% | -0.9% |
| 7D | -13.3% | -19.5% | +6.2% | -13.0% |
| 30D | -34.0% | -20.2% | -13.8% | -33.6% |
| 3M | +4.1% | -6.5% | +10.6% | +4.6% |
| 6M | +30.5% | +1.6% | +28.9% | +31.4% |
| YTD | +52.2% | +61.2% | -9.1% | +55.9% |
| 1Y | +10.3% | +65.4% | -55.1% | +18.8% |
| All | +10.3% | +64.7% | -54.4% | +18.8% |
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 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