+198.6%
PM vs SM
+12.3%
+186.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.6% | -2.4% | +1.0% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | -2.6% | +31.5% | -34.1% | -4.0% |
| 3M | +5.8% | +17.3% | -11.5% | +4.7% |
| 6M | +10.6% | +48.5% | -38.0% | +7.9% |
| YTD | +17.2% | +106.3% | -89.1% | +12.3% |
| 1Y | +17.6% | +47.3% | -29.7% | +14.5% |
| 3Y | +124.3% | -1.4% | +125.7% | +120.2% |
| 5Y | +125.1% | +114.0% | +11.0% | +107.5% |
| 10Y | +198.6% | +12.5% | +186.1% | +129.2% |
| All | +198.6% | +12.3% | +186.3% | +129.2% |
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