+259.7%
P vs SM
-10.9%
+270.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.3% | -1.1% |
| 7D | -13.3% | -19.5% | +6.2% | -9.6% |
| 30D | -34.0% | -20.2% | -13.8% | -31.1% |
| 3M | +4.1% | -6.5% | +10.6% | +4.6% |
| 6M | +30.5% | +1.6% | +28.9% | +27.5% |
| YTD | +52.2% | +61.2% | -9.1% | +32.6% |
| 1Y | +10.3% | +65.4% | -55.1% | -5.2% |
| 3Y | +180.9% | -13.0% | +193.9% | +166.4% |
| 5Y | +259.7% | -4.3% | +264.0% | +218.1% |
| All | +259.7% | -10.9% | +270.6% | +218.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling