+70.3%
PR vs SM
+4.2%
+66.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | 0.0% |
| 7D | -9.5% | -19.5% | +10.0% | +4.1% |
| 30D | -5.7% | -20.2% | +14.5% | +9.1% |
| 3M | +3.0% | -6.5% | +9.5% | +6.4% |
| 6M | +11.8% | +1.6% | +10.3% | +7.3% |
| YTD | +58.5% | +61.2% | -2.8% | +7.7% |
| 1Y | +69.9% | +65.4% | +4.5% | +13.0% |
| 3Y | +84.9% | -13.0% | +97.9% | +80.9% |
| 5Y | +246.4% | -4.3% | +250.7% | +222.5% |
| 10Y | +70.3% | +3.0% | +67.3% | -17.3% |
| All | +70.3% | +4.2% | +66.1% | -17.3% |
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 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