+1,112.1%
PSX vs SM
-34.7%
+1,146.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.7% |
| 7D | +4.5% | +0.1% | +4.4% | +4.5% |
| 30D | +26.6% | +26.3% | +0.3% | +19.9% |
| 3M | +39.3% | +8.7% | +30.6% | +35.9% |
| 6M | +56.8% | +51.7% | +5.1% | +41.2% |
| YTD | +101.8% | +99.0% | +2.8% | +70.2% |
| 1Y | +99.6% | +34.6% | +65.0% | +83.0% |
| 3Y | +140.3% | -7.8% | +148.1% | +134.7% |
| 5Y | +339.3% | +104.8% | +234.6% | +253.5% |
| 10Y | +369.9% | +7.2% | +362.6% | +183.3% |
| All | +1,112.1% | -34.7% | +1,146.8% | +538.5% |
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