+88.3%
RF vs SM
-7.7%
+96.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.4% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | -3.6% | +26.3% | -29.9% | -7.7% |
| 3M | +8.1% | +8.7% | -0.6% | +5.8% |
| 6M | +11.5% | +51.7% | -40.2% | -0.3% |
| YTD | +15.6% | +99.0% | -83.5% | -4.3% |
| 1Y | +15.7% | +34.6% | -18.9% | +6.1% |
| All | +88.3% | -7.7% | +96.0% | +75.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling