+82.3%
PL vs SM
+107.8%
-25.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.3% | -0.6% |
| 7D | -9.3% | +0.1% | -9.4% | -9.3% |
| 30D | -18.9% | +26.3% | -45.2% | -23.9% |
| 3M | -58.4% | +8.7% | -67.1% | -59.6% |
| 6M | -30.3% | +51.7% | -82.0% | -39.2% |
| YTD | -8.1% | +99.0% | -107.2% | -26.1% |
| 1Y | +180.5% | +34.6% | +145.9% | +149.8% |
| 3Y | +444.1% | -7.8% | +451.9% | +417.9% |
| All | +82.3% | +107.8% | -25.5% | +57.1% |
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 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