+485.4%
P vs SM
+15.5%
+469.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.7% |
| 7D | +6.5% | +0.1% | +6.4% | +6.5% |
| 30D | +18.8% | +26.3% | -7.5% | +15.3% |
| 3M | +26.7% | +8.7% | +18.1% | +24.7% |
| 6M | +62.2% | +51.7% | +10.5% | +52.1% |
| YTD | +48.5% | +99.0% | -50.5% | +34.5% |
| 1Y | +26.4% | +34.6% | -8.2% | +19.5% |
| 3Y | +159.4% | -7.8% | +167.2% | +152.4% |
| 5Y | +275.8% | +104.8% | +171.0% | +225.5% |
| 10Y | +732.0% | +7.2% | +724.8% | +457.9% |
| All | +485.4% | +15.5% | +469.8% | +316.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling