+11.1%
PL vs SM
-8.9%
+20.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.6% | -5.5% | -8.9% |
| 7D | -20.5% | -25.1% | +4.6% | -14.6% |
| 30D | -38.8% | -15.6% | -23.2% | -36.4% |
| 3M | -49.1% | +2.7% | -51.8% | -50.3% |
| 6M | -69.4% | -3.8% | -65.5% | -70.1% |
| YTD | -42.3% | +61.8% | -104.2% | -52.2% |
| 1Y | -14.2% | +71.4% | -85.6% | -30.8% |
| 3Y | +398.7% | -20.7% | +419.4% | +388.5% |
| 5Y | +11.1% | -11.5% | +22.7% | -4.0% |
| All | +11.1% | -8.9% | +20.0% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling