-0.4%
PL vs SM
+70.4%
-70.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -15.3% | +8.9% | -6.6% |
| 7D | -11.7% | -21.5% | +9.8% | -12.3% |
| 30D | -27.1% | -11.4% | -15.7% | -27.1% |
| 3M | -44.6% | +0.6% | -45.2% | -44.3% |
| 6M | -67.2% | +0.2% | -67.4% | -66.7% |
| YTD | -35.9% | +69.7% | -105.5% | -25.0% |
| 1Y | -0.4% | +71.6% | -72.0% | +12.7% |
| All | -0.4% | +70.4% | -70.8% | +12.7% |
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