+38.1%
Q vs SM
+84.2%
-46.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | +1.2% | +9.4% | -8.2% | +2.3% |
| 30D | -2.7% | -14.4% | +11.7% | -4.5% |
| 3M | -16.9% | +1.6% | -18.5% | -16.2% |
| 6M | -26.9% | +6.3% | -33.2% | -24.6% |
| YTD | +45.2% | +78.8% | -33.6% | +47.0% |
| 1Y | +38.1% | +83.1% | -45.0% | +39.4% |
| All | +38.1% | +84.2% | -46.1% | +39.4% |
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