+403.1%
PL vs SM
-20.8%
+423.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.6% | -5.5% | -9.0% |
| 7D | -20.5% | -25.1% | +4.6% | -14.8% |
| 30D | -38.8% | -15.6% | -23.2% | -36.5% |
| 3M | -49.1% | +2.7% | -51.8% | -50.5% |
| 6M | -69.4% | -3.8% | -65.5% | -70.2% |
| YTD | -42.3% | +61.8% | -104.2% | -53.6% |
| 1Y | -14.2% | +71.4% | -85.6% | -33.4% |
| All | +403.1% | -20.8% | +423.9% | +368.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling