+200.5%
P vs SM
-3.9%
+204.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +11.6% | +9.4% | +2.2% | +9.5% |
| 30D | -23.7% | -14.4% | -9.3% | -21.5% |
| 3M | -8.0% | +1.6% | -9.5% | -9.2% |
| 6M | +27.9% | +6.3% | +21.6% | +23.7% |
| YTD | +61.2% | +78.8% | -17.6% | +33.8% |
| 1Y | +28.6% | +83.1% | -54.5% | +5.2% |
| 3Y | +200.5% | -5.9% | +206.4% | +150.2% |
| All | +200.5% | -3.9% | +204.4% | +150.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling