+29.7%
Q vs SM
+84.6%
-54.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.3% | +2.8% |
| 7D | +6.7% | -0.2% | +6.9% | +6.7% |
| 30D | -10.6% | +31.5% | -42.1% | -7.3% |
| 3M | -14.6% | +17.3% | -31.9% | -11.7% |
| 6M | +12.1% | +48.5% | -36.5% | +15.6% |
| YTD | +51.3% | +106.3% | -55.0% | +54.0% |
| All | +29.7% | +84.6% | -54.9% | +31.4% |
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 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