+39.5%
PL vs SM
+125.1%
-85.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +10.0% | +9.4% | +0.6% | +7.8% |
| 30D | -2.3% | -14.4% | +12.1% | +0.5% |
| 3M | -44.2% | +1.6% | -45.8% | -45.0% |
| 6M | -66.1% | +6.3% | -72.5% | -67.4% |
| YTD | -30.0% | +78.8% | -108.8% | -41.1% |
| 1Y | +21.0% | +83.1% | -62.1% | +0.6% |
| 3Y | +516.5% | -5.9% | +522.4% | +484.7% |
| 5Y | +32.0% | +4.8% | +27.2% | +20.6% |
| All | +39.5% | +125.1% | -85.6% | +27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling