+180.5%
PL vs SM
+37.6%
+142.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.3% | -1.3% |
| 7D | -9.3% | +0.1% | -9.4% | -9.3% |
| 30D | -18.9% | +26.3% | -45.2% | -18.8% |
| 3M | -58.4% | +8.7% | -67.1% | -58.0% |
| 6M | -30.3% | +51.7% | -82.0% | -29.9% |
| YTD | -8.1% | +99.0% | -107.2% | -4.3% |
| 1Y | +180.5% | +34.6% | +145.9% | +199.3% |
| All | +180.5% | +37.6% | +142.9% | +199.3% |
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