+231.7%
RF vs SM
+10.6%
+221.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.6% | -5.8% | -1.3% |
| 7D | -1.3% | +0.3% | -1.7% | -1.5% |
| 30D | +4.6% | -17.3% | +22.0% | +7.9% |
| 3M | -8.4% | -3.6% | -4.9% | -8.7% |
| 6M | +8.9% | +2.9% | +6.0% | +6.0% |
| YTD | +8.8% | +70.2% | -61.4% | -5.5% |
| 1Y | +18.9% | +66.5% | -47.6% | +3.5% |
| 3Y | +116.0% | -8.2% | +124.2% | +105.5% |
| 5Y | +46.0% | -1.5% | +47.5% | +30.8% |
| 10Y | +231.7% | +11.9% | +219.8% | +75.9% |
| All | +231.7% | +10.6% | +221.2% | +75.9% |
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 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