+43.7%
RF vs SM
-8.9%
+52.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | -1.3% |
| 7D | -1.6% | -25.1% | +23.5% | +3.5% |
| 30D | +5.0% | -15.6% | +20.6% | +7.8% |
| 3M | -10.0% | +2.7% | -12.7% | -11.6% |
| 6M | +3.3% | -3.8% | +7.2% | +1.6% |
| YTD | +7.9% | +61.8% | -53.9% | -7.8% |
| 1Y | +21.2% | +71.4% | -50.1% | +1.8% |
| 3Y | +105.8% | -20.7% | +126.5% | +100.0% |
| 5Y | +43.7% | -11.5% | +55.2% | +28.7% |
| All | +43.7% | -8.9% | +52.6% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling