+26.8%
PL vs SM
+105.8%
-79.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.0% | +9.4% | +10.2% |
| 7D | -6.8% | -25.9% | +19.1% | -0.8% |
| 30D | -29.3% | -15.1% | -14.2% | -27.1% |
| 3M | -44.8% | +4.9% | -49.6% | -46.0% |
| 6M | -68.4% | +6.1% | -74.5% | -69.6% |
| YTD | -36.4% | +63.4% | -99.8% | -45.4% |
| 1Y | +0.7% | +72.5% | -71.7% | -15.3% |
| 3Y | +455.3% | -16.9% | +472.2% | +441.2% |
| 5Y | +22.7% | -10.6% | +33.3% | +14.5% |
| All | +26.8% | +105.8% | -79.0% | +18.5% |
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 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