+44.1%
PL vs SM
+103.0%
-58.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.0% |
| 7D | +5.6% | -19.5% | +25.1% | +10.5% |
| 30D | -16.9% | -20.2% | +3.3% | -13.2% |
| 3M | -38.2% | -6.5% | -31.7% | -38.0% |
| 6M | -63.4% | +1.6% | -65.0% | -64.5% |
| YTD | -27.6% | +61.2% | -88.9% | -37.8% |
| 1Y | +6.6% | +65.4% | -58.8% | -9.6% |
| 3Y | +557.6% | -13.0% | +570.6% | +535.2% |
| 5Y | +39.5% | -4.3% | +43.8% | +30.3% |
| All | +44.1% | +103.0% | -58.9% | +35.0% |
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