+25.2%
P vs SM
+41.6%
-16.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.4% |
| 7D | +6.5% | +0.1% | +6.4% | +6.5% |
| 30D | +18.8% | +26.3% | -7.5% | +18.4% |
| 3M | +26.7% | +8.7% | +18.1% | +27.4% |
| 6M | +62.2% | +51.7% | +10.5% | +59.4% |
| YTD | +48.5% | +99.0% | -50.5% | +47.8% |
| All | +25.2% | +41.6% | -16.4% | +24.6% |
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