+137.1%
PSX vs SM
-6.8%
+143.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.1% |
| 7D | +4.5% | +0.1% | +4.4% | +4.5% |
| 30D | +26.6% | +26.3% | +0.3% | +15.6% |
| 3M | +39.3% | +8.7% | +30.6% | +33.4% |
| 6M | +56.8% | +51.7% | +5.1% | +30.9% |
| YTD | +101.8% | +99.0% | +2.8% | +50.3% |
| 1Y | +99.6% | +34.6% | +65.0% | +72.2% |
| All | +137.1% | -6.8% | +143.9% | +119.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling