+18.0%
Q vs SM
+70.4%
-52.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -15.3% | +15.2% | -1.9% |
| 7D | -3.3% | -21.5% | +18.2% | -5.9% |
| 30D | -9.7% | -11.4% | +1.7% | -10.7% |
| 3M | -16.1% | +0.6% | -16.7% | -15.5% |
| 6M | -15.7% | +0.2% | -15.9% | -14.1% |
| YTD | +45.7% | +69.7% | -23.9% | +41.9% |
| 1Y | +18.0% | +71.6% | -53.6% | +14.4% |
| All | +18.0% | +70.4% | -52.4% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling