+25.1%
RF vs SM
+70.4%
-45.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -15.3% | +16.8% | +0.8% |
| 7D | +2.3% | -21.5% | +23.7% | +1.2% |
| 30D | +7.2% | -11.4% | +18.6% | +6.7% |
| 3M | -8.2% | +0.6% | -8.8% | -7.8% |
| 6M | +7.0% | +0.2% | +6.8% | +7.9% |
| YTD | +10.3% | +69.7% | -59.4% | +7.8% |
| 1Y | +25.1% | +71.6% | -46.5% | +22.4% |
| All | +25.1% | +70.4% | -45.3% | +22.4% |
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