+176.6%
P vs SM
-20.0%
+196.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.6% | +3.3% |
| 7D | -23.8% | -25.9% | +2.1% | -19.2% |
| 30D | -36.6% | -15.1% | -21.5% | -34.6% |
| 3M | +10.9% | +4.9% | +6.0% | +8.8% |
| 6M | +30.0% | +6.1% | +23.8% | +25.4% |
| YTD | +44.4% | +63.4% | -19.1% | +22.3% |
| 1Y | +3.9% | +72.5% | -68.5% | -14.2% |
| 3Y | +176.6% | -16.9% | +193.5% | +140.9% |
| All | +176.6% | -20.0% | +196.6% | +140.9% |
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