+1,091.2%
PSX vs SM
-47.1%
+1,138.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.4% | -1.2% |
| 7D | -7.8% | -19.5% | +11.7% | -3.3% |
| 30D | -9.9% | -20.2% | +10.3% | -5.3% |
| 3M | +16.9% | -6.5% | +23.4% | +18.2% |
| 6M | +48.0% | +1.6% | +46.4% | +46.0% |
| YTD | +98.3% | +61.2% | +37.1% | +74.9% |
| 1Y | +86.2% | +65.4% | +20.8% | +63.1% |
| 3Y | +144.0% | -13.0% | +157.0% | +141.7% |
| 5Y | +287.7% | -4.3% | +292.0% | +265.9% |
| 10Y | +338.3% | +3.0% | +335.3% | +170.1% |
| All | +1,091.2% | -47.1% | +1,138.3% | +556.1% |
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 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