+26.7%
Q vs SM
+78.1%
-51.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +1.4% |
| 7D | +0.2% | +0.1% | +0.1% | +0.3% |
| 30D | -11.1% | +26.3% | -37.4% | -8.2% |
| 3M | -22.1% | +8.7% | -30.8% | -20.1% |
| 6M | +0.5% | +51.7% | -51.2% | +2.9% |
| YTD | +47.8% | +99.0% | -51.2% | +49.9% |
| All | +26.7% | +78.1% | -51.4% | +27.9% |
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