+83.0%
PL vs SM
+150.6%
-67.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.3% | -0.7% |
| 7D | -9.3% | +0.1% | -9.4% | -9.3% |
| 30D | -18.9% | +26.3% | -45.2% | -23.2% |
| 3M | -58.4% | +8.7% | -67.1% | -59.4% |
| 6M | -30.3% | +51.7% | -82.0% | -38.0% |
| YTD | -8.1% | +99.0% | -107.2% | -23.8% |
| 1Y | +180.5% | +34.6% | +145.9% | +153.8% |
| 3Y | +444.1% | -7.8% | +451.9% | +420.4% |
| 5Y | +83.0% | +104.8% | -21.7% | +65.5% |
| All | +83.0% | +150.6% | -67.6% | +65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling